The present technology generally relates to phase change material (PCM) pellets consisting essentially of a mixture of paraffin, a polymer, and optionally a thermal conductivity improver, a nucleating agent, an anti-oxidant, or a combination of any two or more thereof; wherein the paraffin is at least about 60 wt % of the PCM pellet; and the polymer is uncrosslinked high density polyethylene (HDPE) that has a melt flow index between about 0.1 g/10 min and about 50 g/10 min.