Phase change materials (PCMs) face obstacles in being widely used due to issues with heat transfer and maintaining their shape. In this research, instead of using binders, the Hexadecane (H) is melted in such a way that the capillary forces of the molten wax allow it to be impregnated into the low-density polyethylene (P) molecules and bind it together as a composite. It was found that the hot melt extrusion (HME) combines the two materials at the micro-scale, forming a phase change composite (CPCM) with various geometries that possesses superior latent heat and shape stability during phase transition. The structure can incorporate a higher percentage of PCM (60 %) using this method, which also results in lower costs. According to the thermal analysis, (H60P40) provides great thermal stability and can store a lot of energy per unit of weight. It has a high capacity of storing latent heat at 129.56 J/g and can also prevent Hexadecane leakage. Based on the mechanical properties results, hexadecane acts like plasticizer thus the addition of PCM decreases Young's modulus, stress in break, and stress at yield. This trend is observed as the PCM content increases. The high values of elongation at break also indicates the strong plasticizing properties of PCM. Based on the obtained results, the CPCMs as a potential candidate for an application in buildings for thermal regulation, reducing energy consumption, and reducing indoor temperature swing.