This article shows research confirming the thesis on the use of a new material in the form of gypsum, paraffin, and polymer. The article presents an innovative method of preparing plaster with PCM and polymer. Using a special wheel, it was possible to produce a granulate consisting of a mixture of gypsum and paraffin and then spray it with various preparations in order to select the best substance for encapsulation. The article covers strength tests of the obtained granulate depending on the encapsulated material, as well as screening and separation tests depending on the diameter of the granulate. Then, samples consisting of each type of granulate were prepared and poured with gypsum. Studies of the heat conductivity coefficient, the volumetric heat capacity, and thermal diffusivity were carried out. After obtaining the test results, the development of temperature changes was examined for two gypsum boards, one made of raw gypsum and one containing granules, which achieved the best results. The test was carried out using special lamps that were supposed to emit a total of 1000 W of power. The temperature in front of and behind the plates was examined and appropriate conclusions were drawn.