Sisal fiber exhibits a fibrous and porous structure with significant surface roughness, making it highly suitable for storing phase change materials (PCMs). Its intricate morphology further aids in mitigating the risk of PCM leakage. This research successfully employs vacuum adsorption to encapsulate paraffin within sisal fiber, yielding a potentially cost-effective, durable, and environmentally friendly phase change energy storage medium. A systematic investigation was carried out to evaluate the effects of sisal-to-paraffin mass ratio, fiber length, vacuum level, and negative pressure duration on the loading rate of paraffin. The experimental results demonstrate that a paraffin loading rate of 8 wt% can be achieved by subjecting a 3 mm sisal fiber to vacuum adsorption with 16 wt% paraffin for 1 h at −0.1 MPa. Through the utilization of nano-CT imaging enhancement technology, along with petrographic microscopy, this study elucidates the mechanism underlying paraffin storage within sisal fiber during vacuum adsorption. The observations reveal that a substantial portion of paraffin is primarily stored within the pores of the fiber, while a smaller quantity is firmly adsorbed onto its surface, thus yielding a durable phase change energy storage medium. The research findings contribute to both the theoretical foundations and the available practical guidance for the fabrication and implementation of paraffin/sisal fiber composite phase change energy storage mediums.