A series of novel paraffin (Pn)gnanodiamond (ND)/melamine formaldehyde microencapsulated phase-change materials (microPCMs) with superhydrophobicity and high lightto-thermal conversion efficiency were synthesized through in situ polymerization. ND, acting as a kind of thermally conductive particle, was situated at the interface between the core and the shell. We have investigated the effect of different ND contents on the morphology, microstructure, and properties of microPCMs through scanning electron microscopy, Fourier-transform infrared spectroscopy, differential scanning calorimetry, thermal conductivity test, paraffin leakage rate test, photothermal conversion test, and contact angle (CA) measurements. The results show that the thermal conductivity of microPCMs with ND was significantly improved. The microPCMs exhibited appropriate phase-change temperatures and achieved a high-encapsulation efficiency. Moreover, the water CA of microPCMs was 159.9 degrees, which displayed superhydrophobic properties. When the dose of ND was 6 g/L, the light-to-thermal conversion efficiency of microPCMs was up to 64.7%, greatly improving the light-to-thermal conversion performance. Thus, the microPCMs with high light-to-thermal conversion performance and superior superhydrophobic property might be a potential material for energy conversion and hydrophobicity.