Phase change energy storage is a kind of thermal energy storage, that is, use the heat storage characteristics of phase change materials to store or release the heat, so as to achieve the effect of temperature regulation. However, phase change materials often do not have the ability to absorb light and cannot collect sunlight in time, resulting in low photothermal conversion efficiency. The combination of phase change material and photothermal conversion material can obtain higher light absorption capacity and store the energy obtained in the phase change material, so that the composite phase change material has the high photothermal conversion ability. This review classified the photothermal conversion materials, their photothermal conversion mechanism and absorption capacity of UV-Vis-NIR light and application in the field of phase transition are introduced. In addition, the composite strategies of photothermal composite phase change materials, including impregnation method, sol-gel method, coating method and modified microcapsule method are described, the analysis shows that the optical absorption capacity, thermal conductivity and photothermal conversion efficiency of photothermal composite phase change materials prepared under different composite strategies are almost improved. Therefore, the expansion of photothermal conversion materials into phase change energy storage will further optimize solar energy resources.