This article focuses on the preparation and thermo-physical properties of paraffin/high density polyethylene (HDPE) composites as form-stable solid-liquid phase change material (PCM) for thermal energy storage. In the paraffin/HDPE blend, the paraffin (P) dispersed into the HDPE serves as a latent heat storage material when the HDPE, as a supporting material, prevents the melted paraffin leakage thanks to its structural strength. Therefore, this type composite is form-stable and can be used as a PCM without encapsulation for thermal energy storage. In this study, two paraffins with melting temperatures of 48 degrees C-50 degrees C and 63 degrees C-65 degrees C were used. The mass percentages of paraffins in the composites could go high as 76% without any seepage of the paraffin in melted state. The dispersion of the paraffin into the network of the solid HDPE was investigated using scanning electronic microscope (SEM). The melting temperatures and latent heats of the form-stable P1/HDPE and P2/HDPE composite PCMs were determined as 44.32 degrees C and 61.66 degrees C, and 179.63 and 198.14 Jg(-1), by the technique of differential scanning calorimetry (DSC), respectively. Furthermore, the thermal conductivity of the composite PCMs were improved as about 33.3% for the P1/HDPE and 52.3% for the P2/HDPE by introducing the expanded and exfoliated graphite to the samples in the ratio of 3 wt%. The results reveal that the prepared form-stable composite PCMs have great potential for thermal energy storage applications in terms of their satisfactory thermal properties, improved thermal conductivity and cost-efficiency because of no encapsulation for enhancing heat transfer in paraffin.