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We report an approach to the thermal conductivity manipulation-substrate coupling. Generally, the phonon scattering with substrates can decrease the thermal conductivity, as observed in recent experiments. However, we find that at certain regions the coupling to substrates can increase the thermal conductivity due to a reduction of anharmonic phonon scattering induced by shift of the phonon band to the low wave vector. In this way, the thermal conductivity can be efficiently manipulated via coupling to different substrates, without changing or destroying the material structures. This idea is demonstrated by calculating the thermal conductivity of modified double-walled carbon nanotubes and also by the ice nanotubes coupled within carbon nanotubes.