Abstract: The construction industry accounts for a significant portion of global energy consumption, calling for innovative material solutions to achieve carbon-reduction targets. This study presents a cementitious composite system enhanced by nano-engineered phase change materials (PCMs) to simultaneously address thermal energy storage and mechanical performance. To stabilize the PCM and integrate it into cement matrices, two carriers were developed: (1) modified rice husk ash (mRHA) treated via melt impregnation and sol-gel routes to yield a nano-SiO2-reinforced DA-PEG/mRHA@SiO2 form-stable PCM; (2) thin-walled hollow microspheres with high-strength cementitious shells (SMHM), producing DA-PEG/SMHM@SiO2 form-stable PCM. Experimental evaluation of mortars containing these PCMs shows that the tailored support architecture and interfacial nano-modification synergize to refine pore structure, improve matrix continuity, and enhance compressive/flexural strength while providing effective thermal buffering. The results demonstrate a successful compromise between heat storage capacity and mechanical robustness. This work offers both design principles and practical preparation pathways for high-performance PCM-cement composites aimed at energy-efficient, durable construction materials.