A facile microfluidic approach to prepare encapsulated n-tetradecane and n-hexadecane as phase change materials (PCMs) within silicone-based shells, using a glass capillary device, is demonstrated. In this method, double emulsion droplets comprising PCMs as the innermost fluid and photopolymerizable silicone oil as the middle fluid were prepared using the device. As the PCMs and the silicone oil are not immiscible, the droplets were immediately subjected to UV irradiation to solidify the middle fluid to form microcapsule shells. The stable phase change of the encapsulated PCMs was directly observed using an optical microscope equipped with a temperature-controlled sample stage, which indicated that the microcapsules could be used for thermal energy storage. Thermal properties were investigated by thermogravimetric analysis and differential scanning calorimetry. Importantly, the encapsulation ratio of PCMs can be tuned by changing the flow rates of the innermost and middle fluids that generate the emulsion droplets in the glass capillary device.