In this study, the first time in the literature, natural zeolite has been employed for photovoltaic thermal (PVT) and experimentally tested as a thermal energy storage material. The main aim of the paper is to introduce natural zeolite as a heat storage material for PVT systems. The PVT systems integrated with phase change materials and natural zeolite were designed, the components of the system were explained, the thermodynamical modelling including the first and second laws was presented, the system performances were evaluated, performance parameters were investigated, energy and exergy efficiencies were determined, and economical analyses of each system were performed. Besides, all results were compared with a conventional PVT system. The average overall energy efficiency values for PVT experiments were 33% for paraffin, 37% for stearic acid, 40% for zeolite, and 32% for conventional PVT systems. The payback period of the PVT system with paraffin, zeolite, stearic acid, and conventional PVT was calculated as 10, 8, 9, and 9 years, respectively. The results show that the natural zeolite is a material with significant potential to be used for heat management in PVT for any meteorological condition.