With the continuous rise of the global population, energy consumption has significantly increased, leading to a pressing need for more efficient and sustainable solutions in the building sector. Phase Change Materials (PCMs) have emerged as a promising alternative for thermal energy storage (TES) due to their ability to store and release heat during phase transitions. However, their integration into construction materials remains a challenge, primarily due to their leakage and low thermal conductivity. This study explores the microencapsulation of PCMs through the complex coacervation technique coupled with spray drying using carboxymethylcellulose (CMC) and potato proteins (PP) as shell materials, with the deposition of an additional shell of calcium carbonate. Various CMC-PP ratios were tested, with 1:2 and 1:2.5 yielding the most promising results. Encapsulation efficiency of PCM (EE %) reached 88.41 ± 2.01% and 66.84 ± 3.84% for these ratios, respectively, while the maximum yield of process (PY %) obtained in the spray drying phase was 38.71 ± 3.45%. Despite process optimizations, the yield remained relatively low, indicating the need for further improvements in microcapsules robustness. To evaluate better the performance in building materials for the use as TES system, additional studies on calorimetry, mechanical resistance, and compatibility will be performed in future.