The encapsulation of salt hydrate phase change materials (PCM) in uniform microscale bodies has yet been reported in research due in part to the delicate relationship between thermal performance and water‐to‐salt ratios which are easily altered during manufacturing. In this work, core‐shell composite fibers comprised of a salt hydrate PCM core and a poly(acrylonitrile) (PAN) shell were wet spun in a continuous process using a syringe pump and coaxial die. The PCM phase was comprised of CaCl2•6H2O with SrCl2•6H2O (3 wt%) and fumed silica (SiO2) (2 wt%) as additive, a composition that was prepared from homogenous melt at 40 ºC. 15 wt% PAN in dimethylsulfoxide (DMSO) solvent was used to prepare the shell‐forming polymer gel. Injection rates of 10‐40 mL/h for the PCM melt and polymer gel were used to spin coaxial fibers through a coagulation bath to yield continuous microtubules with diameters in the range of 850‐1500 μm. Cyclic testing showed that after 1000 cycles, melting enthalpies incurred only a 3.5% decline from 131.46 J/g to 126.9 J/g. Success here overcomes several coincidental drawbacks of PCM fiber performance and manufacturing, and delivers the first example of scalable roll‐to‐roll PCM fiber produced by wet spinning for building material applications.This article is protected by copyright. All rights reserved.