In this study composite nanofibres of PVA consisting of polystyrene/n-octadecane nanocapsules were prepared. The n-octadecane present as a core of the nanocapsules acts as a phase change material (PCM) for thermal storage properties. Controlled size nanoencapsulated PCMs were prepared by surfactant free RAFT miniemulsion polymerization of styrene. These nanocapsules were incorporated into nanofibres by electrospinning a mixture of nanocapsule latex containing octadecane as a core and polystyrene (PS) as a shell material with an aqueous solution of poly(vinyl alcohol). The morphology and thermal properties of the resultant PVA nanofibres were studied by field emission scanning microscopy (FE-SEM), scanning transmission electron microscopy (STEM), high resolution transmission electron microscopy (HRTEM) and differential scanning calorimetry (DSC). The composite nanofibres could show a latent heat storage capacity of approx. 4-5 J g(-1). This method offers the opportunity to produce low diameter composite nanofibres with uniform dispersion of encapsulated material for various applications.