Phase change materials (PCMs) can reversibly store a large amount of energy, but there are many problems such as large volume change during the phase change process and easy leakage of materials, which demand to select an ideal shell material for effective encapsulation. The nano-encapsulation involves encapsulating PCMs at the nanoscale level, typically utilizing nanoparticles or nanostructured materials as carriers for PCMs. In this experiment, the modified Fe/ZIF-67 was synthesized by a solvothermal method and used as a shell. A composite PCMs of core-shell paraffin@Fe/ZIF-67 was prepared using the physical co-integration impregnation method. The characterization techniques, such as scanning electron microscopy (SEM), X-ray diffractometry (XRD), differential scanning calorimetry (DSC), and thermogravimetric analysis (TGA), were used to analyze the microscopic morphological structure, thermal properties, and other characteristics of the composite PCMs. The results showed that the modified ZIF-67 had an excellent protective effect on the paraffin core, the highest paraffin loading was 50% w/w, uniformly distributed in the pore channels of ZIF-67, and these two materials were only physically mixed without chemical reactions. Although the addition of Fe improved the thermal stability of the modified ZIF-67, the thermal stability and latent heat of paraffin@Fe/ZIF-67 as the composite PCMs were reduced by the influence of Fe doping. The 50% w/w paraffin@0Fe/ZIF-67 sample had the maximum stored energy of 67.85 J·g-1. The test results revealed that ZIF-67 material was a suitable shell for paraffin core, and the composite PCMs had more stable thermal properties, which exhibited excellent application prospects in energy storage.