[The Scientist (OP)]

Do they mean the same thing? Or are there any difference? Please share you answers! Thanks!

[CZARCAR]

same diff?

[CliffordK]

The concepts are similar, but slightly different.  In general you could use either one to rank materials, although insulation might be a combination of conduction + convection.

Steel might be considered a poor heat conductor (as well as a poor electrical conductor).  However, it would not make a good heat or electrical insulator. 

That is only because steel is a poor heat/electrical conductor relative to other materials such as aluminium and copper.

Most thermal insulators use either air (or other gas), or a vacuum trapped in some kind of a system to limit convection.

In fact, Fiberglass is only a moderate insulator.  Fiberglass + air is a good insulator.  Rock would be a relatively poor insulator.  Rock Wool is a good insulator. 

And the photo above is silica (or Sodium Silicate) which might not be considered as a good insulator, except when in a very fine matrix (aerogel).