Measuring the thermal conductivity (κ) of water at extreme conditions is a challenging task, and few experimental data are available. We predict κ for temperatures and pressures relevant to the conditions of the Earth mantle, between 1,000 and 2,000 K and up to 22 GPa. We employ close to equilibrium molecular dynamics simulations and a deep neural network potential fitted to density functional theory data. We then interpret our results by computing the equation of state of water on a fine grid of points and using a simple model for κ. We find that the thermal conductivity is weakly dependent on temperature and monotonically increases with pressure with an approximate square-root behavior. In addition, we show how the increase of κ at high pressure, relative to ambient conditions, is related to the corresponding increase in the sound velocity. Although the relationships between the thermal conductivity, pressure and sound velocity established here are not rigorous, they are sufficiently accurate to allow for a robust estimate of the thermal conductivity of water in a broad range of temperatures and pressures, where experiments are still difficult to perform.