Phase change material (PCM) is promising for energy storage and release. However, the deformation and leaking during phase change generally limit its application. Herein, a lightweight, strong, and form-stable PCM aerogel was fabricated using Pickering emulsion templating technique. Cellulose nanofibrils (CNFs) were used to stabilize PCM into Pickering emulsion, which was further integrated into a 3D interconnected CNF network forming CNF/PCM composite aerogel. The composite aerogel is strong that can support over 5000 times of its own weight, and demonstrates exceptional form stability at 80 °C, showing no leakage after 20 heating/cooling cycles. The latent heat of CNF/PCM composite aerogel could reach 173.59 J·g-1, approximately 84.4% of the paraffin. The CNF/PCM composite aerogel showed relatively low thermal conductivity of 32.0-37.7 mW·m-1·K-1. The sustainability and impressive thermal regulating properties of the CNF/PCM composite aerogel make it an ideal candidate for applications in smart textile, smart building, batteries, and electronic devices.