The invention relates to a method of manufacturing a heat storage material that contains heat storage capsules. The heat storage capsules include a phase change material that absorbs and/or discharges latent heat in response to a change in temperature. The phase change material resides within outer shells of the heat storage capsules. The method involves binding abutting peripheral portions of a plurality of heat storage capsules with a molding binder, so as to form an intermediate granular molded heat storage material. An outer peripheral surface portion of the granular molded heat storage material is coated with a coating binder. The coated granular molded heat storage material is then subjected to a treatment that causes the coating binder of the coating layer to polymerize. The invention also relates to heat storage adsorbent materials, and articles (e.g., canisters) that include such heat storage adsorbent materials.