As global energy supply pressures mount, the building industry faces considerable challenges in energy conservation due to significant heat loss through walls. This study examines the thermal performance of heat storage walls, specifically focusing on the influence of phase change materials (PCMs). Hollow bricks were infused with PCMs to create thermal storage bricks. Two types of walls were constructed for comparative analysis: one with conventional hollow bricks (Type 1) and another with thermal storage bricks (Type 2). Comparative experiments conducted under cold conditions revealed that Type 2 walls, containing PCMs, stored heat within 2 hours and maintained an average temperature of 17°C, indicating superior insulation capabilities. The average internal surface temperature of Type 2 walls was 1.88°C higher than that of Type 1 walls, signifying enhanced thermal insulation and reduced heat loss. Furthermore, the maximum internal surface temperature of the Type 1 wall was 15.08°C, while that of the Type 2 wall was 17.14°C. These findings suggest that the incorporation of PCMs into hollow bricks can significantly enhance the energy efficiency of buildings. The study offers valuable insights and practical guidelines for the application of heat-storing hollow bricks in energy-efficient building designs. This approach provides a cost-effective method to improve thermal performance and decrease energy consumption, contributing to the advancement of more sustainable building practices.