Poly(methyl methacrylate) (PMMA) composites containing carbon fibers (CFs) with the controlled aspect ratio (AR) at various concentrations were produced and hot pressed into rectangular sheets with a variety of thickness. The orientation of CFs on the surface and inside the specimen was obtained, and the conductivity σ in three different directions (X‐length, Y‐width, Z‐thickness) were investigated. A preferential orientation of CFs in XY plane was found inside the samples, resulting in higher σ_X and σ_Y. The orientation of CFs in Z direction increases with the sample thickness increasing, leading to an increasing σ_Z. Thus the anisotropic conductivity between σ_X (or σ_Y) and σ_Z reduces from three orders of magnitude to one order of magnitude. The percolation thresholds (Φ_c) in three directions of the samples were revealed by fitting with McLachlan GEM equation, which lead to Φ_c,X ≈ Φ_c,Y ≈ Φ_c,Z, independent of the thickness and the measuring direction. The values of exponent t in GEM equation were found to be t_X > t_Y > t_Z, while t_Z increases with the sample thickness. For the first time, the relationship between the exponent t and the sample thickness was revealed and discussed.