Prosthetic liners and sockets insulate a residual limb, causing excessive heat, sweating, skin irritation and maceration. Circulation of a fluid through the socket wall has been shown to have positive cooling effects on the internal surface of the socket, i.e. skin temperature. Moreover, Phase Change Materials (PCMs) have been recognized as a practical method for cooling garments. These materials, such as water or many synthesized polymers, have a high latent heat and their application within a prosthetic liner allows for absorbing heat from the limb for retaining a constant temperature. In this study, a novel prosthetic socket has been designed and prototyped to investigate the interactive effects of fluid circulation and PCM materials on thermal comfort of prosthetic sockets. The results indicate a statistically significant difference (p-value < 0.001) in the duration a PCM liner can retain the appropriate skin temperature, compared to regular silicone liners. Likewise, the presence of air circulation within the socket wall was shown to have statistically significant influences (p-value = 0.018) on providing the efficient cooling effects compared to regular sockets. Hence, incorporating circulation cooling mechanisms along with PCM liners as proposed in this study holds a promising solution to enhance the thermal comfort of prosthetic socket systems.