The application of Polyethylene glycol (PEG)-based form-stable phase change materials (FSPCMs) in construction engineering is limited by two problems: poor water resistance and weak interface interaction with building materials. To solve these problems, in this study, a shell material (named SSHS FSPCM) with phase change functionality and hydrophobic properties was innovatively proposed for the encapsulation of PEG-based FSPCMs and was prepared using the melt blending method. Differential scanning calorimetry and X-ray diffractometry verified that SSHS FSPCM has a large storage enthalpy of up to 143.0 J/g and excellent crystallisation properties. More significantly, phase change pellets with superhydrophobic properties (contact angle of 167 °) were prepared for the first time, inspired by the core–shell structure and the bionic lotus leaf structure. Meanwhile, the hydrophobic nano-SiO2 on the surface of the phase change pellets can increase the interfacial shear strength between SSHS FSPCM and inorganic building materials by 225 %. Furthermore, the building thermoregulation test showed that phase change pellets can not only regulate the indoor temperature of building (by 9 °C during the heating phase) but also significantly control the temperature of that building, providing opportunities for its practical engineering application.