In this study, a molten salt, i.e., sodium nitrate (NaNO3), that melts at 308 °C is microencapsulated with titanium dioxide (TiO2) shells via water-limited surfactant-free sol-gel processes for high-temperature and high-density thermal energy storage. The effects of the catalyst and precursor concentrations are examined to determine the optimal conditions for the two materials to achieve microcapsules with outstanding thermal performance and thermal reliability. The morphological characteristics of the core–shell structures of the microcapsule are investigated using scanning electron microscopy, whereas its chemical composition is analyzed using Fourier transform infrared spectroscopy to corroborate the synthesis of robust TiO2 shells. Calcination heat-treatment is performed at 300 °C to induce a transition from amorphous to anatase such that the shell robustness is enhanced and the thermal reliability of the NaNO3@TiO2 microcapsule is secured. The thermal performance of the NaNO3@TiO2 microcapsule is determined via differential scanning calorimetry between 220 and 360 °C. The encapsulation ratio is calculated to be 72.7–69.0 %. Finally, the thermal reliability of the NaNO3@TiO2 microcapsule is examined using DSC for 50 repeated heating and cooling cycles.