In this paper, innovative capric–palmitic–stearic acid ternary eutectic/polyacrylonitrile/aluminum oxide (CA–PA–SA/PAN/Al 2O 3) form-stable phase change composite fibrous membranes (PCCFMs) with different mass ratios of Al 2O 3 nanoparticles were prepared for thermal energy storage. The influences of Al 2O 3 nanoparticles on morphology and thermal performances of the form-stable PCCFMs were investigated by scanning electron microscopy (SEM), differential scanning calorimetry (DSC), and measurement of melting and freezing times, respectively. The results showed that there was no apparent leakage trace from the SEM observation. The DSC analysis indicated that the addition of Al 2O 3 nanoparticles had no significant effect on phase transition temperatures and enthalpies of the CA–PA–SA/PAN/Al 2O 3 form-stable PCCFMs. The melting peak temperatures and melting enthalpies of form-stable PCCFMs were about 25 °C and 131–139 kJ/kg, respectively. The melting and freezing times of the CA–PA–SA/PAN/Al 2O 310 form-stable PCCFMs were shortened by approximately 21% and 23%, respectively, compared with those of the CA–PA–SA/PAN form-stable PCCFMs due to the addition of Al 2O 3 nanoparticles acting as heat transfer fillers.