Along with the integrated and miniaturized development of advanced electronic devices, phase change materials (PCMs) simultaneously with efficient thermal management and high electromagnetic interference (EMI) shielding effectiveness (SE) are ungently demanded. Herein, the shape-stabilized MXene/Ni-platted melamine sponge/Regenerated cellulose/Graphene nanoplate/Polyethylene glycol (MX/[email protected]/RCG/PEG) composite PCMs comprising hierarchical [email protected]/RCG and MXene film were fabricated via a facile encapsulation approach. Hierarchical [email protected]/RCG hybrid aerogel was prepared by electroless plating and sol-gel methods, and MXene film was obtained using vacuum-assisted filtration procedure. The synergistic effect of conductive [email protected]/RCG networks and tight MXene film endows MX/[email protected]/RCG/PEG composite PCMs with good shape stability, high cyclic reliability, large latent heat of phase change (154.3 J g–1), excellent thermal conductivity (TC, 0.47 W m–1 K–1) and favorable EMI shielding performance (32.7 dB). The TC of acceptable 0.47 W m–1 K–1 is observed for MX/[email protected]/RCG-5/PEG at a rather low GNP content of merely 0.39 wt%. In addition, the temperature variation of MX/[email protected]/RCG-5/PEG is a lot faster than that of pure PEG in the heating/cooling process, revealing the remarkable energy storage and release efficiency for the composite PCMs. This investigation has taken an important step towards shape-stabilized composite PCMs with both effective thermal management and high EMI SE for promising applications in electronic packaging and advanced energy.