Latent heat stored in phase change materials (PCM) can greatly improve energy efficiency in indoor heating/cooling applications. This study presents the materials and methods for the formation and characterization of a PCM layer for a latent heat thermal energy storage (LHTES) application. Four commercially available PCMs comprising the classes of organic paraffins and organic non-paraffins were selected for thermal storage application. Pure organic PCM and PCM in water emulsions were experimentally investigated. PCM electrospun microfibers were produced by a co-axial electrospinning technique, where solutions of Polycaprolactone (PCL) 9% w/v and 12% w/v in dichloromethane (DCM) were used as the fiber shell materials. PCM emulsified with sodium dodecyl sulfate (SDS), and Polyvinylalcohol 10% w/v (PVA) constituted the core of the fibers. The thermal behavior of the PCM, PCM emulsions, and PCM electrospun fibers were analyzed with differential scanning calorimetry (DSC). A commercial organic paraffin with a phase change temperature of 18 °C (RT 18) in its pure and emulsified forms was found to be a suitable PCM candidate for LHTES. The PVA-PCM electrospun fiber matrix of the organic paraffin RT18 with a PCL concentration of 12% w/v showed the most promising results leading to an encapsulation efficiency of 67%.