The development of phase change materials (PCM) for thermal energy storage is a promising technology. However, the liquid PCM leaks and low thermal conductivity limit the practical PCM applications. This article aims to solve these problems; it presents the preparation and thermal characterisation of PCM enhanced by carbon-based nanoparticles. The polyethene glycol 6000 (PEG 6000) is used as PCM and multi-walled carbon nanotubes (MWCNTs) as a shell matrix and thermal conductivity enhancer. The sample was prepared by the sonification method under vacuum conditions. Fourier transform infra-red spectroscopy (FT-IR) and thermo-gravimetric analysis (TGA) tested the chemical and thermal compatibility of the prepared samples. The storage performances are tested by modulated differential scanning calorimetry characterisation. The nano-enhanced-PCM (NPCM) with 1 wt% MWCNTs showed excellent shape stability without any liquid leakage when the temperature was about 110 °C for 30 minutes. Drying method has a significant effect on the thermal storage capacity of the NPCM. The melting, solidification points and the latent heats of the NPCM were measured as 61.75, 35.50 °C, and 174.24, 167.84 J g−1, respectively. Meanwhile, the specific heat is 2.63 J g−1°C−1 for the solid-state and 2.14 J g−1°C−1 for the liquid-state. The thermal conductivity of pristine PEG was improved by 49%.