A variety of particles forming microencapsulated thermochromic materials are provided. The particles can include a thermochromic core and a metal oxide shell encapsulating the thermochromic core. The thermochromic core can include one or both of an organic thermochromic material and an inorganic salt thermochromic material. In some aspects, the particles include a dye selected from a crystal violet lactone dye, a fluoran dye, and a combination thereof. In still further aspects, the particles include a color developer selected from a hydroxybenzoate, a 4, 4′-dihydroxydiphenyl propane, a hydroxycoumarin derivative, a lauryl gallate, and a combination thereof. In some aspects, the metal oxide shell is a TiO2 shell. The particles can be used in cements and paints and for a variety of building materials. Methods of making the particles and building materials and methods of use, for example, for removing a volatile organic carbon from a building material, are also provided.