The present disclosure relates to encapsulation of a phase change material (PCM) enabled by extrusion of a thermoplastic polymer shell and a PCM core, which can be additively manufactured to form a variety of designs for use in a variety of settings, including for use as thermal energy storage devices in building heating ventilation and air conditioning (HVAC) systems. The thermoplastic polymer shell surrounding a PCM core may be used as a filament in three-dimensional (3D) printing or may be extruded during the additive manufacturing process.