In this paper, a series of fatty acid esters, including ethyl laurate (EL), butyl stearate (BS), ethyl palmitate (EP), ethyl stearate (ES) and methyl palmitate (MP), were selected as the solid–liquid phase change materials (PCMs), and then embedded inside the porous network structure of polyacrylonitrile (PAN) nanofibers supporting the skeleton by electrospinning technology, respectively. Morphological structures, chemical structures and thermal energy storage properties of electrospun fatty acid ester/PAN composite nanofibers were characterized by field emission scanning electron microscopy (FE-SEM), Fourier transform infrared spectroscopy and differential scanning calorimetry (DSC), respectively. Observations by FE-SEM images showed that the PAN nanofibers acting as the supporting polymer matrices can perfectly maintain the fiber shape and effectively prevent the leakage of the molten fatty acid esters. Maximum loaded weight percentages of the EL, BS, EP, ES and MP in the composite solutions could reach up to about 70, 45, 55, 65 and 60 wt.%, respectively. DSC results indicated that the prepared EL/PAN, BS/PAN, EP/PAN, ES/PAN and MP/PAN composite nanofibers had appropriate melting peak temperatures (about 1.26℃, 21.20℃, 29.37℃, 29.66℃ and 31.93℃, respectively) based upon climatic requirement, and the corresponding melting enthalpies were about 84.11, 55.10, 95.37, 93.35 and 110.4 kJ/kg, respectively. It can be considered that electrospun EL/PAN, BS/PAN, EP/PAN, ES/PAN and MP/PAN composite nanofibers would be promising form-stable PCMs for the applications related to the storage and retrieval of thermal energy, such as solar energy storage, building energy conservation, indoor temperature controlling and smart textiles and fibers.