The nanocapsule containing phase change materials (PCM) such as octadecane were prepare by miniemulsion polymerization. The size, shape, and encapsulation efficiency of PCM nanocapsule was analyzed by scanning electron microscope (SEM), transmission electron microscope (TEM), hydrodynamic fractionnation (CHDF), differential scanning calorimeter (DSC) and thermogravimetric analysis (TGA). PCM nanocapsule size range from 50 to 100 nm, and its morphology was shapes. The maximum encapsulation effciency of PCM materials were around 90%.