The thermal transport properties of porous graphene nanoribbons were studied by non-equilibrium Green's function method. The results show that due to the existence of nano-pores, the thermal conductance of porous graphene nanoribbons is much lower than that of graphene nanoribbons. At room temperature, the thermal conductance of zigzag porous graphene nanoribbons is only 12% of that of zigzag graphene nanoribbons of the same size. This is due to the phonon localization caused by the nano-pores in the porous graphene nanoribbons. In addition, the thermal conductance of porous graphene nanoribbons has remarkable anisotropy. At the same size, the thermal conductance of armchair porous graphene nanoribbons is about 2 times higher than that of zigzag porous graphene nanoribbons. This is because the phonon locality in the zigzag direction is stronger than that in the armchair direction, and even part of the frequency phonons are completely localized.