Monolithic shape-stable phase change material (SS-PCM) was fabricated by polymerizing the continuous phase of Pickering high internal phase emulsion (Pickering-HIPE). To ensure a totally enclosure to the dodecanol droplets, polymeric microspheres were prepared and employed as stabilizer of HIPE, and resultantly, close-cellar PolyHIPE was obtained. This close-cellar structure of PolyHIPE endows an excellent sealing performance to the dodecanol, even after long time of thermal cycles. The obtained SS-PCM monolith has high PCM ratio (85%), high phase change enthalpy (158.6 J·g−1), and excellent long-term shape stability (only 0.4–2.1% of leakage after 1000 thermal cycles). Due to the latent heat storage during melting of dodecanol, the SS-PCM monolith presents brilliant prospects in the field of thermal storage and temperature regulation.