In this paper, a morphologically stable composite phase change material (CPCM) suitable for use in the field of building energy conservation was developed using Na2HPO4∙12H2O (DHPD) as the phase change material, Na2SiO3∙9H2O (SSNH) as the nucleating agent, and silica aerogel (SA) as the carrier. The results showed that the incorporation of 25 wt% SA resulted in the as-prepared DHPD-SSNH/SA CPCM with a phase change temperature of 30.4 °C, an enthalpy of 163.4 J/g, and a low supercooling degree of 1.3 °C, which also solved the corrosion problem of reinforcing bars caused by the hydrated salt PCM. Meanwhile, DHPD-SSNH/SA CPCM had good shape stability and low thermal conductivity (0.1507 W/(m·K)). The phase change temperature was basically unchanged, and the enthalpy only decreased by 4.8% after 200 cold-heat cycles. In addition, the thermal performance evaluation of CPCM showed that the indoor thermal comfort time of the testing system loaded with PCM board accounted for 50.75%, which was 43.38% higher than that of the one without PCM board (7.37%). The results suggest that the obtained CPCM had a good energy saving effect and great potential in the field of building energy conservation.