A series of paraffin compounds, the phase change materials (PCMs), were microencapsulated in an interfacial polymerization process to form the double-shell microcapsules with relatively low shell permeability. The inner shell is formed through the reaction between polypropylene glycols and bifunctional polyisocyanates and the outer through the reaction between bifunctional polyisocyanates and polyamines added in the continuous aqueous phase. The so prepared microencapsulated paraffin compounds emulsion can be used as the medium for temperature management in many fields.