Abstract The risk of leakage and low thermal conductivity severely hinder the wide application of phase change materials (PCMs). In this work, the high-density polyethylene/carbon nanotubes (HDPE/CNTs) porous scaffolds were successfully fabricated via a sacrificial template method followed by the general melt blending and water solvent etching. Subsequently, a series of paraffin wax HDPE/CNTs/PW composite PCMs were obtained combined with the simple vacuum impregnation method. The obtained HDPE/CNTs porous scaffolds can effectively avoid the leakage of PW, meanwhile, the thermal conductivity and electrical conductivity of HDPE/CNTs/PW-3:7 are increased by 2.94 times and 13 orders of magnitude compared with the HDPE/PW-3:7 respectively, also, it exhibits high phase change enthalpy (153.95 J/g for melting enthalpy and 152.82 J/g for crystallization enthalpy). From the above perspectives, the HDPE/CNTs/PW-3:7 has promising potential value in the application of light-to-thermal conversion, electro-to-thermal conversion and thermal energy storage.