In recent years, there has been an increasing interest in phase change materials (PCM) based on dulcitol and other sugar alcohols. These materials have almost twice as large latent heat of fusion as other organic materials. Sugar alcohols are relatively cheap, and they can undergo cold crystallization, which is crucial for long-term thermal energy storage. The disadvantage of dulcitol and other sugar alcohols is the solid–liquid phase transition. As a result, the state of matter of the material and its volume change, and in the case of materials modified with microparticles or nanoparticles, sedimentation of additives in liquid PCM can occur. In this study, we obtained shape-stable phase change materials (SSPCM) by co-gelation of starch and dulcitol. To characterize the samples obtained, differential scanning calorimetry (DSC), step-mode DSC, thermogravimetric analysis (TGA), Fourier transform infrared spectroscopy (FTIR), and scanning electron microscopy (SEM) were used, and they were also used to test for shape stabilization. The results show that the obtained systems have great potential as shape-stabilized phase change materials. The sample dulcitol/starch with a 50:50 ratio exhibited the highest heat of cold crystallization, up to 52.90 J/g, while the heat of melting was 126.16 J/g under typical DSC measuring conditions. However, depending on the applied heating program, the heat of cold crystallization can even reach 125 J/g. The thermal stability of all compositions was higher than the phase change temperature, with only 1% mass loss occurring at temperatures above 200 °C, while the phase change occurred at a maximum of 190 °C.