This study focuses on preparation, characterization and thermal behavior of novel micro-nanoencapsulated phase change materials (PCMs) for thermal energy storage applications. The micro-nano capsules with n-eicosane as core and poly(methyl methacrylate) (PMMA) as shell with a weight ratio of 50/50 were prepared via the mini-emulsion polymerization process. The morphology of micro-nano capsules was evaluated by optical microscopy (OM), transmission electron microscopy (TEM) and the scanning electron microscopy (SEM). The micro-nano capsules are then characterized by Fourier transform infrared spectroscopy (FT-IR) which confirmed the accuracy of the synthesis. The thermal stability of the specimen was obtained by using the differential scanning calorimetry (DSC) and thermo-gravimetric analysis (TGA). The obtained results showed that the melting and freezing temperatures and the latent heats of n-eicosane/PMMA micro-nanocapsules are 34.66 degrees C and 32.92 degrees C, 124.7 J/g and - 119.13 J/g, respectively. Moreover, TGA analysis represented the high thermal stability of the sample.