The Trombe wall is a typical passive building technique. To enhance the thermal performance of Trombe walls, a novel Trombe wall structure incorporating two phase change material (PCM) layers was designed. A numerical model of the PCM Trombe wall was established and validated against the experimental results. To explore the thermal performance of this PCM Trombe wall system, actual meteorological conditions were incorporated into the numerical simulations. Under transient conditions, the indoor temperature and velocity during the thermal storage and release stages were analyzed. Compared to conventional Trombe walls, the new PCM Trombe wall exhibited a 4 h delay in reaching peak temperature while simultaneously reducing indoor temperature fluctuations by 68.4%. Moreover, the new PCM Trombe wall showed excellent thermal storage capabilities, and the indoor temperature reached 18.2 °C after continuous cycles of thermal storage and release. Notably, the internal thermal storage layer in the new PCM Trombe wall can significantly reduce the indoor air velocity and improve thermal comfort.