In this paper, cellulose nanofiber (CNF)/ polyethylene glycol (PEG) composite aerogel phase change materials (CNPCMs) were prepared utilizing porous carrier support and freeze-drying. The solid-liquid phase change to solid-gel phase change was realized, which solved the problems of PEG flow, leakage, and shape instability. The physical properties and chemical compatibility of CNPCMs were studied, and the results showed that CNPCMs ensured the overall structure stability through internal hydrogen bonding, and they were only a physical bond with each other without chemical reaction. With the increase in PEG content, the thermal conductivity of CNPCMs increased from 0.22 W/m·K to 0.33 W/m·K. The thermal exposure experiment and thermogravimetric analysis (TGA) experiment have shown that CNPCMs have good shape stability at 75 ℃ and good thermal stability below 320 ℃. In summary, the experimental results indicated that the maximum content of PEG in CNPCMs was 78 % with an optimal content of 66.7 %. The sample corresponding to the optimal content was CNPCM2 with an enthalpy of 167.9 J/g for melting and 146.1 J/g for solidification. As a thermal storage material with good thermodynamic performance, CNPCM2 has enormous potential in the storage of solar collectors.