In this study, a hollow steel ball (HSB) is used to macro-encapsulate the phase change materials (PCM) to obtain PCM-HSB aggregates. Furthermore, the PCM-HSBs were incorporated with steel fibres to improve the thermal and mechanical properties of concrete. The effect of the volume content (0.35, 0.7, and 1.05 vol%) of the steel fibre and the thickness of HSB (0.3 and 1 mm) on the thermal and mechanical properties of the steel fibre reinforced PCM-HSB concrete was evaluated. The test results demonstrated that the thermal conductivity and compressive strength of the PCM-HSB concrete significantly increased with an increase in the steel fibre content and HSB thickness. The addition of 0.35% steel fibre improved the thermal conductivity of the PCM-HSB concrete by 71% due to the bridge function of the scattered steel fibres in the concrete matrix. However, the thermal conductivity decreased when the high steel fibre content was increased to1.05 vol% due to fibre agglomeration. Moreover, compared with that of the plain PCM-HSB concrete, PCM-HSB concrete with 0.7 vol% steel fibre increased the compressive strength of the concrete by 63%. The proposed fibre reinforced PCM-HSB can significantly improve the heat capacity and bearing capacity of concrete, which can ensure potential applications of energy piles.