Stacked semiconductor die assemblies with improved thermal performance and associated systems and methods are disclosed herein. In one embodiment, a semiconductor die assembly can include a stack of semiconductor dies and a thermally conductive casing at least partially enclosing the stack of semiconductor dies within an enclosure. A package substrate carries the thermally conductive casing, and an interposer is disposed between the thermally conductive casing and the stack of semiconductor dies. A peripheral portion of the interposer extends laterally beyond the stack of semiconductor dies and is coupled to a plurality of conductive members interposed between the peripheral portion and the package substrate.