Phase change material (PCM) embedded in the building contributes to enhancing indoor thermal comfort and reducing the heating load in winter by absorbing/releasing solar energy. The application effects of PCM incorporated into a single-space passive solar building with the auxiliary heating system (AHS) were investigated numerically in the six representative regions of western China. In the calculation and analysis by the enthalpy model, it was found that the effectiveness of PCM greatly depended on local climate conditions, thickness, and location of PCM. The results indicated that it was necessary to adopt the AHS for winter heating of the passive solar building. On this basis of using AHS, it showed a favorable thermal energy storage effect after the application of PCM resulting in the minimum indoor air temperature being maintained above 15°C within the comfort range stably. The integrated discomfort degree in each region was decreased by more than 96% compared to the original building, and the average temperature in Lhasa was 2°C higher than that in Urumqi. Furthermore, the highest rate of energy saving and carbon dioxide emission saving in the six regions was 19.7% and 17.4% in Lhasa, and the lowest were 4.3% and 4.2% in Urumqi, while other regions were relatively close, respectively. As a result, it can be stated that for a passive solar building using the AHS during the heating period, PCM was the most suitable for application in Lhasa, unsuitable in Urumqi, and generally suitable in other regions.