In this study, reduced graphene oxide (rGO)/boron nitride (BN) anisotropic aerogels (CGAs) used as the heat conduction network were prepared by one-step heat flow method to improve the low thermal conductivity and low heat transfer efficiency of phase change materials. Composite phase change materials (CPCMs) were obtained after vacuum adsorption of paraffin. The structure and thermal properties of the samples were then characterized. The results showed that the anisotropic aerogel was successfully prepared and the corresponding CPCM axial thermal conductivity was 1.68 W/(m K) when the graphene oxide (GO)/BN used to prepare the CGA was 1:20, which was 504% higher than pure paraffin. After 50 cycles, the paraffin leakage rate was 3.1%, and the enthalpy loss rate was 2.7%. When simulating the actual temperature change, the paraffin phase change time could be advanced by approximately 1210 s, and the paraffin phase change efficiency could be improved by approximately 47%. CPCMs have high thermal conductivity, high heat transfer efficiency, and high thermal conduction network stability. They exhibit high heat transfer efficiency and can be used in the fields of thermal energy storage and solar energy conversion and so on.