Porous hydroxyapatite foam (PHF) was synthesized via a Pickering emulsion template for encapsulating disodium hydrogen phosphate dodecahydrate (DHPD). PHF consisted of open large pores connected by a window structure, and its pore size was adjusted in the range of 1.78 to 14.87 μm. The contact angle test proved that PHF owned a good adsorption to DHPD. In SEM and EDS images, the interconnected pore structure and packaging characteristics were proved. Through XRD, FT-IR, and TGA analysis, it was proved that the composite phase change material (CPCM) had well chemical stability and thermal stability. The most favorable thermal performance was shown by the sample with a pore diameter of 5.32 μm, and its phase transition temperature and phase transition enthalpy were 44.6 °C and 177.1 J/g, respectively. In addition, the latent heat only decreased by 0.83% after 100 thermal cycles, which reflected a favorable thermal reliability. Therefore, the prepared CPCM owned promising ion potentials in waste heat recovery and building energy saving.