High corrosivity, leakage, and oxidation of metallic phase-change materials (PCMs) have limited their applications in high-temperature thermal energy storage (TES) systems, regardless of their favorable benefits for high-temperature TES applications of over 1000 °C. To overcome these major challenges, this work presents a facile paraffin sacrificial layer approach for directly encapsulating copper (Cu) sphere PCMs with the alumina (Al 2 O 3 ) shell, considering a buffer inner cavity. The cavity is formed by the decomposition of the paraffin layer through a pre-sintered process. It plays a key role in accommodating the volume expansion of the Cu core, thereby preventing the breakage of the shell and the leakage of the liquid PCM. A series of macrocapsules with different sizes (9.5−21 mm) containing the Cu core, cavity, and Al 2 O 3 shell are successfully produced using the paraffin sacrificial layer method and deploying a two-step heat treatment. The experimental results show that the Al 2 O 3 shell possesses a good structure, which can prevent the leakage of the Cu core. The Al 2 O 3 shell also has strong compatibility with the Cu core without any chemical reaction between two materials. In a temperature range of 1000−1100 °C, the calculated mass and volume energy storage densities of the PCM macrocapsule with 21 mm outer diameter are found to be 222 kJ/kg and 745 J/cm 3 , which are 1.83 and 1.76 times, respectively, higher than those for the Al 2 O 3 ceramic. After thermal cycle tests, the encapsulated Cu PCM shows superior shape stability, chemical stability, and thermal durability, which can be applied in long-term thermal storage systems for high-temperature TES systems.