The maximal dependence on In-Situ lunar resources is essential for the establishing and sustaining a future lunar base. One key need of such an enterprise is a reliable source of energy to power the many needed equipment and devices. This paper presents an effort to study the effectiveness of lunar regolith as an ISRU medium to store thermal energy for use during the lunar night. The goal of the work was to compare the thermal properties of an Australian Lunar Simulant (ALS-1) with other materials and lunar regolith. For this, ALS-1 was sintered in an electric furnace to determine the Specific Heat Capacity (Cp) of the fused material. The resulting sample properties were evaluated with reference to thermal energy storage. The initial experimental results suggest that fusing the abundant fines of the basaltic lunar regolith creates a material that has an efficient capacity to store thermal energy. Factors that enhance its effectiveness are: a) vacuum (considered another ISRU), b) simplicity of installation and operation, and c) expandability of capacity.