With the merits of inherent physicochemical properties of hollow structure, high mechanical strength, thermal stability, ultrahigh light absorption capacity, and ultrahigh thermal conductivity, carbon nanotubes (CNTs) are extensively used to enhance the thermal storage capabilities of solid–liquid phase change materials (PCMs). Interestingly, CNTs can act as thermally conductive additives and supporting skeletons when marring with PCMs. The state-of-the-art reviews on PCMs pay attention to carbon-based porous composite PCMs or nanoparticle dispersed PCMs, CNTs-derived PCMs only share a small part, lacking of a comprehensive review for multifunctional CNTs compounded PCMs. Herein, focusing on the enhancement effects of CNTs on PCMs, we retrospectively describe composite PCMs with a novel category way, by using CNTs as nanoadditives, porous supporters, and secondary network. We emphasize the micro-mechanism of heterogeneous interactions induced by CNTs: crystallization behavior, interfacial thermal resistance, thermal conductivity, phonon transport. Simultaneously, we provide in-depth insight into relationship between micro structural and thermal properties of CNT-derived PCMs. As a result, some different pathways of modern utilization based on the improved PCMs are presented. Finally, we outline the current challenges of designing CNTs to enable advanced functional thermal storage materials. The review aims to inspire clever use of CNTs into PCMs for targeted applications.