Due to its large latent heat and high energy storage capacity, paraffin as one of the phase change materials (PCMs) has been widely applied in many energy-related applications in recent years. The current applications of paraffin, however, are limited by the low thermal conductivity and the leakage problem. To address these issues, we designed and fabricated form-stable composite PCMs by impregnating organic paraffin within graphite-coated copper foams. The graphite-coated copper foam was prepared by sintering multilayer copper meshes, and graphite nanoparticles were deposited on the surface of the porous copper foam. Graphite nanoparticles could directly absorb and convert solar energy into thermal energy, and the converted thermal energy was stored in the paraffin PCMs through phase change heat transfer. The graphite-coated copper foam not only effectively enhanced the thermal conductivity of paraffin PCMs, but also its porous structure and superhydrophobic surface prevented the paraffin leakage during the charging process. The experimental results showed that the composite PCMs had a thermal conductivity of 2.97 W/(m·K), and no leakage occurred during the charging and discharging process. Finally, we demonstrated the composite PCMs can be readily integrated with solar thermoelectric systems to serve as the energy sources for generating electricity by using abundant clean solar-thermal energy.