In this experiment, we used a vacuum impregnation method to prepare shape stabilized PCM that contained sodium montmorillonite (Na-MMT) and Exfoliated graphite nanoplatelets (xGnP), to improve the thermal conductivity of PCMs, and prevent leakage of the liquid state of PCMs. Na-MMT has low cost and natural abundance, high adsorption and absorption capacities, and fire retardant heating rate. In the used materials, xGnP, usually produced from graphite intercalated compounds, are particles consisting of several layers of graphene sheets. As a result, we found that the FTIR adsorption spectra of paraffinic PCMs did not change, and there was no chemical interaction between paraffinic PCMs and xGnP/Na-MMT mixture. From the DSC analysis, xGnP made an impact on the thermal properties of the paraffinic PCMs/Na-MMT composites. The oxidation rate of paraffinic PCMs based composite with xGnP was greater than that of the composite without xGnP. FTIR, DSC, TGA and TCi were used to determine the characteristics of the paraffinic PCMs/Na-MMT composites.