We present first-principles calculations of the thermal conductivity, kappa, , of monolayer CrSBr, a van der Waals magnetic 2D material. We find a considerable thermal anisotropy, with a ratio kappa_xx/kappa_yy of around 1.8. The anisotropy stems from a combined effect of phonon velocities and lifetimes and can be tuned by controlling the flake size by suppressing long mean path phonons.