Fully stimulating the capacity of light-driven phase change materials (PCMs) for efficient capture, conversion, and storage solar energy requires an ingenious combination of PCMs, supporting structural materials, and photothermal materials, therefore motivating the synergistic effects between the components. Herein, this work thoroughly explores the interaction forces between PCMs and supporting structural materials and the synergy between PCMs and photothermal materials in photothermal conversion. Rejoicingly, when capitalizing on the prepared directional channel structure of hierarchically porous composite aerogel (PEPG) as a supporting structural material, a superior paraffin wax (PW) encapsulation rate of 85.11% is achieved, and the prepared PEPG2-PW has a high phase change enthalpy of 182.9 J/g. The van der Waals force and Lewis acid-base action between PEPG and PW molecules reveal the excellent stabilities of PEPG-PW. More importantly, the PEPG2-PW has an ultrahigh photothermal conversion efficiency of 95.2% under 1 sun irradiation and durability. Most importantly, the COMSOL Multiphysics software calculations demonstrate that transparent PW can anchor sunlight on the surface of graphite nanoplates, converting it into heat by enhancing the loss of graphite backbone lattice vibrations, and the accumulated heat is then stored in molten PW. This work provides some design principles for high-efficiency solar-thermal conversion materials.