Novel phase change materials based on paraffin and alumina-filled polyethylene (FPE) were prepared using a two-step process. In the first step, PE is synthesized using metallocene catalyst system. The synthesized PE is subsequently purified, whereas hydrated alumina-PE composites will be formed by the hydrolysis of aluminum organic cocatalyst and dispersion of hydrated alumina in the PE matrix. In the second step, paraffin-alumina-FPE composites were prepared by using the ex situ technique. Scanning electron microscopy, X-ray diffraction, Fourier-transform infrared spectroscopy, thermogravimetric analysis, and differential scanning calorimetry were used to evaluate the structure and thermal properties of the composites. The results show that the incorporation of a suitable amount of alumina into the composites changes their thermal stability. It is also possible to improve the thermophysical properties of the thermal energy storage materials by altering the paraffin ratio to the FPE. (c) 2010 Wiley Periodicals, Inc. J Appl Polym Sci 120: 1907-1915, 2011