Microencapsulation of different phase change materials (PCMs) with a polymer shell of polystyrene by suspension polymerization has been carried out. This method based on a suspension polymerization allows the encapsulation of non-polar PCMs, while that it was not possible to encapsulate the polar PCMs (polyglycols). This study deals with preparation and characterization of encapsulated paraffin wax. Thermal properties, the morphology and the particle size distribution of the microcapsules obtained were determined by differential scanning calorimetry, scanning electron microscopy and laser diffraction, respectively. This encapsulated paraffin wax could be considered to have good potential for energy storage.