Composite materials have great potential for growth due to their excellent properties and their multiple applications. The study of the thermal properties of the new composites resulting from the combination of epoxy resin and phase change materials (PCM), as well as thickening agents and thermally conductive compounds, was the objective of this work. For this purpose, different samples were manufactured by combining epoxy resins, organic PCMs (paraffins), and aluminum particles. Several properties were analyzed: thermal behavior (by differential scanning calorimetry technique), hardness, etc. To carry out this analysis, parameters of PCM quantity and metallic particles in the composition were varied. The results showed that the epoxy resin acted as a matrix containing the rest of the components and encapsulating the PCM. The organic PCM showed reversibility when subjected to multiple cycles. The enthalpy of the organic PCM–resin compound varied linearly according to the PCM content in the sample. For the content of this material in the samples to reach up to 40%, the use of thickening agents was necessary. The use of metallic particles improved the conductivity of the composites even while maintaining a low percentage by weight of metallic particles. Thermal simulations of the composite in bottom-coating a photovoltaic panel estimated a reduction of several degrees Celsius, showing the potential use of the PCM–epoxy resin for improving the energy production of such panels.