Semiconductor devices and device packages include at least one semiconductor die electrically coupled to a substrate through a plurality of conductive structures. The at least one semiconductor die may be a plurality of memory dice, and the substrate may be a logic die. An underfill material disposed between the at least one semiconductor die and the substrate may include a thermally conductive material. An electrically insulating material is disposed between the plurality of conductive structures and the underfill material. Methods of attaching a semiconductor die to a substrate, such as for forming semiconductor device packages, include covering or coating at least an outer side surface of conductive structures, electrically coupling the semiconductor die to the substrate with an electrically insulating material, and disposing a thermally conductive material between the semiconductor die and the substrate.