Renewable energy has become of great interest over the past years in order to mitigate Global Warming. One of the actions gaining attention is the enhancement of the thermal energy storage capacity of Concentrated Solar Power plants. The addition of nanoencapsulated phase change materials (core-shell nanoparticles) to the already used materials has been proposed for that purpose, due to the possibility of increasing thermal storage through the contribution of both core latent heat and sensible heat. In this work, Atomic Layer Deposition has been used to synthesise SiO2 and Al2O3 nanoscale coatings on tin nanoparticles. The multi-encapsulated phase change materials have been characterised in terms of chemical composition, crystalline structure, particle size, thermal stability and thermal storage capacity. Sn@Al2O3 nanoparticles present the best thermal behaviour as they show the lowest reduction in the phase change enthalpy over 100 cycles due to the oxidation barrier of the coating. Moreover, the specific heat of both nanoparticles and solar salt-based nanofluids is increased, making the nanoencapsulated phase change material suitable for thermal energy storage applications.