The use of an oxidized hard Fischer–Tropsch paraffin wax as phase change material in an epoxy resin matrix has been investigated. Samples were prepared by mechanical mixing of the wax powder with liquid resin at room temperature, followed by uv-curing of the samples. The results indicated the presence of spherical wax particles in the epoxy matrix, even after heating the sample to a temperature above the melting point of the wax, and cooling. At low wax contents the wax distribution was fairly heterogeneous, but the homogeneity improved with increasing wax content. The epoxy–wax interaction seems to be weak, and the presence of wax has an observable influence on the dynamic mechanical properties of the samples, especially above the melting point of the wax. Although the wax starts decomposing at a much lower temperature than the epoxy resin, the decomposition of the mixtures occurred in a single step.