The membrane structures, one of the typical large-span spatial structures, have been widely-used for sports stadiums and transportation hubs. However, the thermal performance of architectural membrane materials is not as good as those of the traditional building materials. The phase change material can absorb and release latent heat by changing its states within a very small range of temperature change, and thus reducing indoor temperature fluctuation and improving thermal comfort. In this paper, we proposed several membrane structural types to improve the thermal performance, including changing the single-layer membrane structure into two-layer, and setting air or phase change materials as the insulation layer in the middle. Temperature field simulations are performed based on COMSOL software to investigate the temperature variation and thermal performance of the membrane structures. The daily maximum temperature on the inner surface decreased by 2.1°C and 8.1°C respectively with air and PCM layer. We also discovered that the thermal insulation performance will be better when the latent heat value is higher and the PCM layer is placed nearer to the outdoor side. The temperature-stress coupling field showed the loss of pre-stress can be reduced by about 50% by adding PCM layer. The research results are believed to be significant for energy-saving and CO2 emission reduction in large public buildings.