The compressed air energy storage is widely studied as promising large-scale energy storage technology. This study focus on the design and investigation of cold storage material for large-scale application in supercritical compressed air energy storage system. Different kinds of cold storage materials for supercritical compressed air energy storage system are comparatively analyzed at first, and the sodium chloride is selected as the suitable cold storage material for supercritical compressed air energy storage system. Meanwhile, the thermal and mechanical properties of suitable sodium chloride particle are measured. The results show that the density of sodium chloride particle is 2.1589 g/cm3. The average specific heat and thermal conductivity of sodium chloride particle are 0.81 J/(g·K) and 5.8576 W/(m·K) in the test temperature range. In addition, the average values of Mohs hardness and Vickers hardness of processed sodium chloride particles are 3 Mohs and 11.7 HV, respectively. The maximum compressive strength of sodium chloride samples tested at −196 °C and 20 °C are 6.25 MPa and 24.45 MPa, respectively. Furthermore, the abradability of sodium chloride particles are tested, the mass loss rate of sodium chloride particles is 0.11 %. The cold storage performance of the designed and processed sodium chloride particle cold storage materials is numerically simulated. The average temperature of sodium chloride particles gradually decreases from 293.15 K to 119.26 K, which can storage 37,128.57 kJ cold energy in total. This work can provide basic data for the further cold storage material research of supercritical compressed air energy storage system.