The building sector is known to make a large contribution to total energy consumption and CO2 emissions. Phase change materials (PCMs) have been considered for thermal energy storage in buildings. The aim of this study was to improve the thermal conductivity of PCMs applicable as building materials. Using exfoliated graphite nanoplatelets (xGnP), composite PCMs were prepared by mixing and melting techniques for high dispersibility, thermal conductivity and latent heat storage. xGnP of 3 and 5 wt.% added to three types of liquid pure PCMs has different melting points. The thermal conductivity of composite PCMs was increased with the xGnP loaded contents. The DSC results showed that the melting temperature and latent heat of the composite PCMs loaded with xGnP was maintained. The latent heat of composite PCMs did not decrease when loading with xGnP. As a result, composite PCMs loaded with xGnP can be considered as energy saving building materials.