Pure phase change materials (PCMs) have limited photothermal conversion capabilities. To improve the photothermal conversion capability of PCMs, we developed composite phase change materials (FHS@PCMs) of sea urchin-like Fe3O4 hollow spheres (FHS) loaded with fatty amines (hexadecylamine (HDA) and octadecylamine (ODA)). The material composition and the surface nano-raised structure of FHS enable FHS@PCMs to exhibit excellent light absorption (up to 90 %, without any additional modification) and thermal conductivity. Moreover, the internal hollow spherical structure would prevent the leakage of PCM during the phase change process. Interestingly, FHS and FHS@PCMs exhibit inherent superhydrophobic properties with a water contact angle greater than 150°, thus endowing them with self-cleaning properties. FHS possesses strong magnetic properties that aid in material collection. Furthermore, the prepared FHS@PCMs exhibited exceptional thermal properties. The latent heat of FHS@HDA and FHS@ODA was 139.21 J∙g−1 and 140.13 J∙g−1, respectively. Additionally, FHS@PCMs maintained their excellent thermal properties even after 50 and 100 thermal cycles. Under one solar radiation, FHS@PCMs show a photothermal conversion efficiency of 89.63 % and 88.02 %, respectively. Taking of these advantages, the as-prepared composite phase change material may have significant potential in the fields of solar energy conversion and storage.