We investigate the in-plane and cross-plane thermal conductivities of molybdenum disulfide (MoS2) using non-equilibrium molecular dynamics simulations. We find that the in-plane thermal conductivity of monolayer MoS2 is about 19.76 W mK(-1). Interestingly, the in-plane thermal conductivity of multilayer MoS2 is insensitive to the number of layers, which is in strong contrast to the in-plane thermal conductivity of graphene where the interlayer interaction strongly affects the in-plane thermal conductivity. This layer number insensitivity is attributable to the finite energy gap in the phonon spectrum of MoS2, which makes the phonon-phonon scattering channel almost unchanged with increasing layer number. For the cross-plane thermal transport, we find that the cross-plane thermal conductivity of multilayer MoS2 can be effectively tuned by applying cross-plane strain. More specifically, a 10% cross-plane compressive strain can enhance the thermal conductivity by a factor of 10, while a 5% cross-plane tensile strain can reduce the thermal conductivity by 90%. Our findings are important for thermal management in MoS2 based nanodevices and for thermoelectric applications of MoS2.