The service temperature ranges of existing polyethylene glycol (PEG)‐based solid–solid phase change materials (SSPCMs) and form‐stable PCMs (FSPCMs) are always above 0°C, which are not very suitable for the thermal energy storage and thermal management in cold area. In this study, we prepared a SSPCM based on the PEGs with different molecular weights. PEG‐200, PEG‐400, PEG‐600, and PEG‐1000 were reacted with isophorone diisocyanate forming a polyurethane with physical crosslinking structure. Meanwhile, PEG‐4000 and PEG‐20000 were physically blended with the polymer obtaining the SSPCM. PEG‐200, PEG‐400, PEG‐600, and PEG‐1000 were employed together to prepare PEG‐based PCMs for the first time. The physical crosslinking structure of the polymer restricts the movement of the PEG segments at high temperature, showing solid–solid phase transition, avoiding the leakage of the material. This SSPCM has a service temperature range between −27.4 and 73.2°C, which is wider than those of the existing PEG‐based SSPCMs and FSPCMs, showing outstanding ability for thermal energy storage and thermal management under different climate conditions.