In this study, PMMA/heneicosane (C21) and PMMA/octacosane (C28) micro-nano capsules were fabricated via emulsion polymerisation method. The chemical structures of the fabricated capsules were verified with the FT-IR spectroscopy analysis. The results of POM, SEM and PSD analysis indicated that most of the capsules were consisted of micro/nano-sized spheres with compact surface. The DSC measurements showed that the capsules had melting temperature in the range of about 39-60 degrees C and latent heat energy storage capacity in the range of about 138-152 J/g. The results of TGA showed that sublimit temperature values regarding the first degradation steps of both capsules were quite over the phase change or working temperatures of encapsulated paraffins. The thermal cycling test exhibited that the capsules had good thermal reliability and chemical stability. Additionally, the prepared capsules had reasonably high thermal conductivity.