We report on a novel processing route to prepare La0.8Ce0.2(Fe0.95Co0.05)11.8Si1.2/Cu bulk composites by low-temperature hot pressing. With increasing copper content, the compressive strength of the composites first decrease and then increase owing to the buffering effect of copper, but the magnetocaloric effect reduces to some extent. Copper addition improves the thermal conductivity of the composites, which compensates for the decrease in thermal conductivity due to porosity. A relatively large entropy change of 5.75–7.19 J/(kg K) at 2 T near the Curie temperature (249 K), good thermal conductivity of 7.51–15.55 W/(m·K), and improved compressive strength of 151.1–248.0 MPa make these composites attractive magnetic refrigeration materials.