Phase change materials (PCMs) have an important role in heat energy storage, due to their ability to absorb and release heat preferably at almost equal temperature. Encapsulation of these materials provides them to perform in their full shape. Recently electrospinning has gained attention as an effective way of producing heat storing nanofibers. This thesis considers two aspects. The first one was to encapsulate a phase change material applying ecologically and economically acceptable technique of emulsion electrospinning from a water soluble polymer, polyvinyl alcohol (PVA) and a mixture of plant oils PCM. The second aspect considers polycaprolactone (PCL) not reported yet as a phase change material in the electrospinning of these types of fibers. The PCL was encapsulated through blend elecrospinning along with polyvinylidene fluoride (PVDF) as the matrix. Although many studies reported on the form stable nanofibers when incorporating PCMs, little attention was given to the effect of high heat exposure on their structure stability and mechanical behaviour. In this thesis systematic research was carried on this issue for both material types. PVDF/PCL nanofibers materials were additionally coated by a thin layer of polypyrrole (PPy) or PPy with reduced-graphene oxide (r-GO) to further investigate materials heat storing performance, crystalline structure change, temperature weight loss, mechanical behaviour as a function of temperature and thermal conductivity. The first system showed reliability in heat storing for 100 cycles of heating and cooling, with stable physical structure and fibers morphology. After heat treatment the electrospun materials with the lowest phase change material loading performed with almost unchanged mechanical properties. The PVDF/PCL showed reliable heat storing function with encapsulation efficiency of almost 50%, for the low molecular weight PCL. The thin layer of polypyrrole on the surface of the fibers resulted in the improvement of the dynamic mechanical behaviour as a function of temperature, after materials exposure to firmly higher temperature than PCL’s melting point. The addition of the r-GO had a negligible effect on the temperature and enthalpies of melting and crystallization, while thermal conductivity increased gradually with the change of fibers surface coating during PCL solid phase. With the rapid development of electrospun nanofibrous materials towards commercialization, these types of materials can be used as thermo-regulating fabrics in protective clothing or passive heat storing devices.