Today, the efficient use of energy resources has become essential due to the increasing need for energy. Therefore, thermal energy storage systems are used to minimize lost energy and more efficient energy consumption can be achieved by preventing energy losses. Phase change materials (PCMs) can be effectively used in thermal energy storage and are among the promising materials for a carbon–neutral future. In this study, the synthesis of nanoencapsulated phase change material (NEPCM) containing CuO NPs for use in thermal energy storage systems is included. In the production of phase change material, Copper oxide Nanoparticles were added into urea–formaldehyde resin as shell material, and an NEPCM, a eutectic mixture of capric acid-myristic acid, was prepared. Since the final product will be used in the structure, the phase change material was optimized for room temperature. In-situ polymerization, the synthesis process was carried out to obtain a better shell material to improve thermal properties and prevent leakage. Scanning Electron Microscopy and Fourier-transform infrared spectroscopy analysis were used to determine the morphology and chemical structure of the prepared NEPCM. Elemental analysis was performed to determine the presence of CuO NPs as shell material in urea–formaldehyde resin. Differential scanning calorimetry analyses were performed to determine the thermophysical properties. While the thermal degradation for CuO NPs-NEPCM occurred between 22.78–29.45 °C, the thermal degradation temperature shifted and the thermal degradation status in the first stage was less than that of normal NEPCM. It was observed that the thermal stability and strength of NEPCM increased with the addition of CuO NPs. NEPCM containing CuO NPs has thermal energy storage and energy conservation potential in buildings as a heat storage material. This study can provide an effective way to synthesize form-stable CuO-doped NEPCMs that are economically feasible for thermal applications and have the potential to contribute to future energy storage requirements.