We study the thermal conductivity, at fixed positive temperature, of a disordered lattice of harmonic oscillators, weakly coupled to each other through anharmonic potentials. The interaction is controlled by a small parameter > 0. We rigorously show, in two slightly different setups, that the conductivity has a non-perturbative origin. This means that it decays to zero faster than any polynomial in as → 0. It is then argued that this result extends to a disordered chain studied by Dhar and Lebowitz [12], and to a classical spins chain recently investigated by Oganesyan, Pal and Huse [23].