We study the dynamical thermal conductivity of the Kitaev spin model on a two-leg ladder. In contrast to the majority of conventional one-dimensional spin systems, we show the ladder to exhibit no ballistic channel and a zero-frequency pseudogap. This is a direct consequence of the fractionalization of spins into mobile Majorana matter and a static Z(2) gauge field, which acts as an emergent thermally activated disorder. Our finding rests on complementary calculations of the current correlation function, comprising a phenomenological mean-field treatment of thermal gauge fluctuations, a complete summation over all gauge sectors, as well as exact diagonalization of the original spin model. The results will also be contrasted against the conductivity discarding gauge fluctuations.