Silicene, the silicon-based two-dimensional structure with honeycomb lattice, has been discovered and expected to have tremendous application potential in fundamental industries. However, its thermal transport mechanism and thermal properties of silicene have not been fully explained. We report a possible way to control the thermal transport and thermal rectification in silicene nanosheets by distributing triangular cavities, which are arranged in a staggered way. The nonequilibrium molecular dynamics (NEMD) simulation method is used. The influences of the size, number, and distribution of cavities are investigated. The simulation results show that reflections of phonon at the vertex and the base of the triangular cavities are quite different. The heat flux is higher when heat flow is from the vertex to the base of cavities, resulting in thermal rectification effect. The thermal rectification effect is strengthened with increasing cavity size and number. A maximum of thermal rectification with varying distance between columns of cavities is observed.