The building sector plays an important role in the global climate change mitigation objectives. The reduction of CO2 emissions and energy consumption in the building sector has been intensively investigated in the last decades, with solar thermal energy considered to be one of the most promising solutions due to its abundance and accessibility. However, the discontinuity of solar energy has led to the study of thermal energy storage to improve the thermal performance of solar thermal systems. In this review paper, the integration of various types of phase-change materials (PCMs) in transpired solar collectors (TSC) is reviewed and discussed, with an emphasis on heat transfer enhancements, including nanomaterials. Thermal energy storage applied to TSC is studied in terms of design criteria, materials technologies, and its impact on thermal conductivity. This review highlights the potential of nanomaterial technology integration in terms of thermal performance improvements. The utilization of nanomaterials in solar walls holds the potential to significantly enhance their performance. The integration of diverse materials such as graphene, graphite, metal oxides, and carbon nanoparticles can pave the way for improving thermal conductivity.