Phase change materials (PCMs) are widely used for thermal energy storage; however, improving their thermal stability and minimizing supercooling effects remain important challenges. This study addresses these issues by synthesizing and characterizing new microencapsulated MCPs (microPCMs) that incorporate beeswax (BW), a sustainable biological source derived from animals, thus reducing the use of paraffins from petroleum resources, as the main material and calcium carbonate (CaCO₃) as the shell to improve overall performance. MicroPCMs with variable shell contents (20%, 40%, 60%, and 80%) were prepared and analyzed using Fourier Transform Infrared Spectroscopy (FTIR), X-ray diffraction (XRD), Scanning Electron Microscopy (SEM), particle size distribution analysis (PES), and differential scanning calorimetry (DSC) to evaluate their structural, morphological, and thermal properties. The results reveal that microPCMs exhibit a spherical morphology and robust core–envelope integrity, with thermal energy storage capacities ranging from 121.39 to 122.22 J/g, compared to 137.62 J/g for pure beeswax. In addition, the composites demonstrated reduced supercooling and stable thermal performance during repeated cyclic tests. This work introduces the use of calcium carbonate shells combined with a natural beeswax core to create environmentally friendly microPCMs with enhanced thermal stability and reduced supercooling, offering a sustainable alternative for efficient thermal energy storage.