As a renewable alternative heat source, the inherently intermittent feature of solar energy needs to be coordinated by reliable energy conversion and storage systems for utilizing the most abundant solar energy. Phase change materials (PCMs) are supposed to be advanced mediums for storing a great deal of heat generated by solar light. However, PCMs cannot effectively absorb and utilize solar energy due to leakage, low photothermal conversion efficiency, and poor thermal conductivity. Herein, we developed a collagen-based aerogel modified by dialdehyde carboxymethyl cellulose and polydopamine-modified two-dimensional transition-metal carbide/nitride (MXene@PDA) through bidirectional freeze-drying technology for supporting PCMs, which exhibited anisotropy in structure and properties. In particular, the thermal conductivity of the aerogel was 0.0871 W/(m·K) in the axial direction and 0.0504 W/(m·K) in the radial direction, demonstrating its anisotropic thermal insulation performance. Moreover, the final aerogel composite PCMs had been obtained via impregnating the obtained aerogel supporting matrix into polyethylene glycol (PEG) and hydrophobic treatment of polydimethylsiloxane, which exhibited outstanding solar-thermal conversion ability, good thermal storage capacity, advanced leakage-proof property, and antifouling performance. The loading rate of PEG was as high as 92.2%, and the melting enthalpy was 132.6 J/g. Most importantly, the water contact angle was evaluated to be 156.8°, indicating its superior antifouling performance. This material has intensive application prospects in the fields of solar energy collection, conversion, and storage.