Abstract: Phase change materials (PCMs) can be incorporated with low-cost minerals to synthesize composites for thermal energy storage in building applications. Stone coal (SC) after vanadium extraction treatment shows potential for secondary utilization in composite preparation. We prepared SC-based composite PCMs with SC as a matrix, stearic acid (SA) as a PCM, and expanded graphite (EG) as an additive. The combined roasting and acid leaching treatment of raw SC was conducted to understand the effect of vanadium extraction on promoting loading capacity. Results showed that the combined treatment of roasting at 900°C and leaching increased the SC loading of the composite by 6.2% by improving the specific surface area. The loading capacity and thermal conductivity of the composite obviously increased by 127% and 48.19%, respectively, due to the contribution of 3wt% EG. These data were supported by the high load of 66.69% and thermal conductivity of 0.59 W·m⁻¹·K⁻¹ of the designed composite. The obtained composite exhibited a phase change temperature of 52.17°C, melting latent heat of 121.5 J·g⁻¹, and good chemical compatibility. The SC-based composite has prospects in building applications exploiting the secondary utilization of minerals.