Benefitting from high storage density, phase change material (PCM) has been widely utilized in cold chain logistics. However, the phase change process of composites is normally non-isothermal, which will lead to phase change hysteresis (PCH). The exploration of the mechanism and influence factors of PCH remains a huge challenge. In this paper, a nanocomposite PCM (NCPCM) based on paraffin (PA) was prepared to address this issue via the two-step method. Here, the applications of multi-walled carbon nanotubes (MWCNTs) and sodium dodecylbenzene sulfonate (SDBS) were contributed to the enhancement of thermal conductivity and suspension stability. Subsequently, after various characterization techniques, the results showed that thermal conductivity of the NCPCM with 1.0 wt% MWCNTs and a 2:1 mass ratio of MWCNTs and SDBS increased by 1.86 times. Moreover, the NCPCM exhibited high thermal charging-discharging efficiency, thermal stability, and cyclic stability. More importantly, the PCH has been studied via the dynamic differential scanning calorimetry (DSC) method. The effects of temperature range, temperature changing rate, and sample mass on the hysteresis degree were investigated. Furthermore, the PCH was interpreted in terms of energy storage, temperature delay, internal thermal resistance, crystallinity, and interfacial free energy. It was proved that the NCPCM possesses a smaller hysteresis degree when the temperature range was −40–50 °C, temperature changing rate was 10 K min−1, and sample mass was within 10 mg.
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