This research was partially funded by Ministerio de Economia y Competitividad (MINECO) of Spain through the project ENE201677694R. Josep FornerEscrig thanks Ministerio de Economia, Industria y Competitividad of Spain and Fondo Social Europeo for a predoctoral fellowship through Grant Ref. BES-2017-080217 (FPI program) . This work has been developed by participants of the COST Action CA15119 Overcoming Barriers to Nanofluids Market Uptake (NANOUPTAKE) . Nanoencapsulated phase change materials (nePCMs) are one of the technologies currently under research for energy storage purposes. These nePCMs are composed of a phase change core surrounded by a shell which confines the core material when this one is in liquid phase. One of the problems experimentally encountered when applying thermal cycles to the nePCMs is that their shell fails mechanically and the thermal stresses arising may be one of the causes of this failure. In order to evaluate the impact of the uncertainties of material and geometrical parameters available for nePCMs, the present work presents a probabilistic numerical tool, which combines Monte Carlo techniques and a finite element thermomechanical model with phase change, to study two key magnitudes of nePCMs for energy storage applications of tin and aluminium nePCMs: the maximum Rankine's equivalent stress and the energy density capability. Then, both uncertainty and sensitivity analyses are performed to determine the physical parameters that have the most significant influence on the maximum Rankine's stress, which are found to be the melting temperature and the thermal expansion of the core. Finally, both a deterministic and a probabilistic failure criterion are considered to analyse its influence on the number of predicted failures, specially when dispersion on tensile strength measurements exists as well. Only 1.87% of tin nePCMs are expected to fail mechanically while aluminium ones are not likely to resist. Ministerio de Economia y Competitividad (MINECO) of Spain ENE201677694R Ministerio de Economia, Industria y Competitividad of Spain European Social Fund (ESF) European Commission BES-2017-080217 European Cooperation in Science and Technology (COST) CA15119