Conventional photovoltaic thermal (PVT) systems provide unstable thermal energy, which changes throughout the day. In PVT systems, phase change materials (PCMs) and heat storage materials could be used to make thermal energy more stable and provide longer-term thermal energy. In the present study, exergoeconomic analysis of PVT systems integrated with natural zeolites has been firstly carried out, and the results were compared with the results of PVT systems integrated with PCM and conventional one. PVT systems integrated with paraffin and stearic acid, common PCMs and conventional PVT systems were analyzed by specific exergy costing method, systems were compared exergoeconomically and suggestions were made to improve the economic performance of PVT systems. As a result of the analyzes conducted with 297 data obtained experimentally, the average energy efficiencies were calculated as 33%, 40%, 37% and 32% for paraffin, natural zeolite, stearic acid and conventional PVT system, respectively. Besides, average exergy efficiencies were 24%, 24%, 22% and 22% for paraffin, zeolite, stearic acid and conventional PVT system, respectively. The average entropy generation of the PVT based paraffin; natural zeolite, stearic acid and conventional one were found as 2.11, 2.29, 2.18 and 2.07 W K
−1
, respectively. According to the exergoeconomic analysis, specific exergy flow cost values were found as 0.206, 0.176, 0.204 and 0.206 € kWh
−1
for the PVTs based on paraffin, natural zeolite, stearic acid and the conventional PVT. It was concluded that the natural zeolite-based PVT system was found as the best system exergoeconomically.