Composite phase change materials (PCMs) possess excellent temperature-regulating capabilities, which can effectively reduce building energy consumption, ultimately contribute to energy saving and carbon reduction. In this study, oleophobic modification was carried out on the Zn modified - white pine biochar. The resultant oleophobic material (Zn-WPC-A) showed excellent supporting capability in the preparation of paraffin wax (PW)/biochar composite PCMs (PW/Zn-WPC-A). The oleophobic properties of biochar could effectively prevent PW leakage, and resulted in a high PW loading rate of 84.26% and an encapsulation efficiency of 82.26%. Zn-WPC-A demonstrated good physical and chemical compatibility with PW. The inclusion of Zn-WPC-A effectively promoted the nucleation in the crystallization process of PW. PW/Zn-WPC-A exhibited a thermal conductivity 3.28 times that of pure PW, displaying excellent thermal responsiveness. The fusion enthalpy of PW/Zn-WPC-A was 107.2 J/g. Furthermore, it displayed excellent stability within the working temperature range with no leakage observed. Simulated housing application experiments illustrated that the use of PW/Zn-WPC-A as building insulation material effectively slowed down the variation rate of indoor temperature. Therefore, the composite PCM using oleophobic modified biochar as supporting material showed excellent thermal performance and strong temperature-regulating capability.