The main objective of this paper is to demonstrate experimentally that it is possible to improve the thermal comfort and reduce the energy consumption of a building without substantial increase in the weight of the construction materials with the inclusion of phase change materials (PCM). PCM are a suitable and promising technology for this application. This paper presents an experimental setup to test PCM with various typical insulation and construction materials in real conditions in Puigverd de Lleida (Lleida, Spain). Nine small house-sized cubicles were constructed: two with concrete, five with conventional brick, and two with alveolar brick. PCM was added in one cubicle of each typology. For each type of construction specific experiments were done. In all cubicles, free-floating temperature experiments were performed to determine the benefits of using PCM. A Trombe wall was added in both concrete cubicles and its influence was investigated. All brick cubicles were equipped with domestic heat pumps as Heating, Ventilation, and Air Conditioning (HVAC) system; therefore, the energy consumption was registered, providing real information about the energy savings. Results were very good for the concrete cubicles, since temperature oscillation were reduced by up to 4°C through the use of PCM and also peak temperatures in the PCM cubicle were shifted in later hours. In the brick cubicles, the energy consumption of the HVAC system in summer was reduced by using PCM for set points higher than 20°C. During winter an insulation effect of the PCM is observed, keeping the temperatures of the cubicles warmer, especially during the cold hours of the day.