<p>Cold sintering as a new technology for the fabrication of ceramic composites could overcome the shortcomings of traditional high temperature sintering approach and achieve dense structure in the composite at a relatively low temperature (&lt;200°C). In this work, a shape stabilization phase change composite is fabricated and investigated by dint of such new fabrication approach, in which a mixed nitrate salt of NaNO₃-KNO₃ is used as phase change material and magnesia powder is acted as structure skeleton. Using of deionized water as sintering additive, the effects of sintering agent content, sintering temperature, uniaxial pressure and time on the composite microstructure characteristics and macroscopic properties are evaluated. The results show that the liquid salt could be effectively accommodated in the magnesia skeleton, forming a dense and stable structure in the composite. There is existence of optimal cold sintering parameters at which a benign combination of mechanical strength and thermal cycling performance could be attained in the composite. Under the sintering temperature of 150°C, duration time of 8 min, uniaxial pressure of 150 MPa, and water mass content of 7%, the fabricated composite exhibits a heat storage density of 610 kJ/kg at its potential utilization temperature range of 30°C–580°C and a compressive strength over 240 MPa with a dense density higher than 98%, demonstrating that it can be a viable alternative used in thermal energy storage domains.</p>