Microencapsulated phase change materials (MPCMs) are often mixed with matrix materials to form phase change composites for energy storage. Typically, MPCMs are easily debonded from the matrix or ruptured, thereby weakening the mechanical properties of composites. This paper aims to simultaneously improve the rupture strength of microcapsules and the bonding strength between microcapsules and matrix to enhance the mechanical properties of composites. The titanium dioxide (TiO2) nanoparticles modified by a silane coupling agent (KH560) were doped into the melamine formaldehyde (MF) shell, forming n-octadecane@MF/TiO2 hybrid shell MPCMs (HS-MPCMs). The doping of modified TiO2 nanoparticles reduced supercooling and improved the thermal stability of microcapsules. Compared with MF microcapsules, the rupture strength of HS-MPCMs was increased by an average of 30.4%. The modified TiO2 nanoparticles also built covalent bonds between microcapsule shell and matrix, which led to better microcapsule/epoxy interface bonding. Thus, the HS-MPCMs/epoxy composites performed higher tensile strength than the unmodified composites. Specifically, the tensile strength of composites was improved by an average of 17.2% at the microcapsule content of 10 wt.% with the aid of the MF/TiO2 hybrid shell. The reinforced MPCMs/epoxy composites are expected to be used as anti-icing coatings in the aerospace field.