This experiment aimed at the development of energy efficient and sustainable building materials. The specimens were made using loess, styrene butadiene latex (SBL), shape stable phase change material (SSPCM) made from x-GnP and n-octadecane for mechanical and thermal performance improvement. Compressive strength test, FT-IR (Fourier-transform infrared spectroscopy) and dynamic thermal transfer experiment were performed. From the result of the compressive strength test, it was found that the addition of SBL increases the compressive strength and the addition of SSPCM reduces the compressive strength. FT-IR analysis revealed no chemical reaction between PCM and x-GnP, indicating only physical binding. As a result of the dynamic heat transfer analysis, peak temperature reduction was observed. According to energy analysis, storage capacity energy was improved and PCM 7.5 was the most energy efficient.