In this study, a novel hybrid composite PCM was manufactured by adsorbing octadecane into the porous supporting material based on the aluminum nitride (AlN) material, which owned high thermal conductivity. Meanwhile, a layer of nanocapsule PCM was coated on its surface for increasing the latent heat and achieving the PCM encapsulation. The results showed that the AlN efficiently enhanced the thermal conductivity of the composite PCM, and the addition of nanocapsule PCM further improved the stability and latent heat of the composite PCM. The composite PCM melted at 26.12 °C with a latent heat of 116.26 kJ/kg and solidified at 25.02 °C with a latent heat of 115.96 kJ/kg. In addition, the leakage problem of pure PCM was solved, and the thermal conductivity of composite PCM was 3.5 W/(m·K), which was 17.5 times of pure PCM. More importantly, the dynamic thermal performance exhibited the composite PCM as an energy storage material for buildings was able to lower the fluctuation of building temperature in winter. Therefore, the as-prepared composite PCM is a desirable candidate for building energy storage systems. •A novel thermal enhanced composite phase change material with aluminium nitride is developed.•The proposed composite is characterized by DSC for latent heat storage.•The thermal conductivity of proposed material is improved up to 3.5 W/(m·K).•Stability performance of the proposed compound is excellent with nanocapsules covered.