The fabrication of composite phase change materials (CPCMs) is significant for harvesting and converting solar energy. Hence, we first report novel CPCMs based on inorganic multi-shelled hollow spheres (MHS) via a facile hydrothermal method and calcination treatment. 1-Hexadecylamine (HDA) and Octadecylamine (ODA) were incorporated into MHS by a simple impregnation treatment to prepare CPCMs. Owing to its multi-shelled structure, the CPCMs have an outstanding ability of leakage resistance. In addition, the CPCMs themselves exhibit excellent solar absorption of up to 80 % without further surface modification. The thermal conductivity of the CPCMs containing HDA and ODA was increased by 1.03 times and 1.67 times by comparison with that of pure PCMs. The enthalpy of the as-resulted CPCMs is 207.6 J/g and 151.5 J/g, which is higher than most existing CPCMs, and the enthalpy of the CPCMs containing HDA and ODA after 100 times cycles can still attain 110.9 J/g and 104.7 J/g. Under 1sun irradiation, the light-to-thermal conversion efficiency of the CPCMs containing HDA and ODA was measured to be 90.0 % and 92.1 %, respectively. Taking advantage of its inherently physicochemical stability, superior light absorption and thermal conductivity and leakage resistance, scalable and cost-efficient fabrication process, such MHS-based CPCMs may have great potential for a wide variety of applications such as photothermal conversion, solar energy harvesting and storage, and so on.