Advanced functional electro-thermal conversion phase change materials (PCMs) can efficiently manage the energy conversion from electrical energy to thermal energy, thereby playing a significant role in sustainable energy utilization. Considering the inherent insulating properties of pristine PCMs, electrically conductive supporting materials are widely used to encapsulate PCMs to prepare composite PCMs for electro-thermal conversion and storage. Herein, we comprehensively review the recent advances in different electro-thermal conversion PCMs, mainly including carbon-based PCMs (carbon nanotubes [CNTs], graphene, biomass-derived carbon, graphite, highly graphitized carbon, and metal organic frameworks [MOFs]-derived carbon) and MXene-based PCMs. This review aims to provide an in-depth understanding of the electrothermal conversion mechanism and the relationships between structure design (random and array-oriented structure or single and hybrid supporting materials) and electrothermal properties, thereby contributing profound theoretical and experimental bases for the construction of high-performance electro-thermal conversion PCMs. Finally, we highlight the current challenges and future prospects.