Maintaining indoor heating consumes significant energy; personalized heating can reduce this consumption. Existing bed-based heating devices have drawbacks in terms of temperature distribution and susceptibility to weather influences. In this paper, a hot-air phase change heating bed (HAPCHB) is proposed, which can heat the indoor thermal environment during the day and the bedding thermal environment at night. The theoretical analysis and simulation model of the new heating bed is established, and the experimental platform for analyzing the thermal environment building effect is built, which verifies the accuracy of the numerical simulation results. The experimental and simulation results show that the thermal inertia of the envelope has a great influence on the room temperature, but has little influence on the bed board temperature under the experimental conditions. Both indoor and bed board temperatures can keep the lower limit of thermal comfort for 12 h continuously. With the increase of phase change material (PCM), the thermal performance of the system is enhanced and attenuated, and the thermal performance of PCM-1.4 scheme is better. The rate of indoor temperature drop is similar under three heating times, but the performance of room temperature and bed board temperature is better at 6 h and 8 h respectively. The research results provide basis and guidance for improving indoor heating effect by HAPCHB.