In this study, the size effects of graphene oxide (GO) sheets on the phase change behaviors of crosslinking polyurethane system have been investigated. The experimental results show that phase change performance of the system is connected closely to the heterogeneous nucleation, physical confinements from GO and interactions in the system, which are inseparable from the specific surface area and the contents of oxygen functional groups depending on the size. This work has a theoretical significance to design thermal energy storage materials with desired properties.