Mixing the phase change material (PCM) into asphalt mixture could change the thermo physical properties of asphalt mixture. Asphalt mixture with PCM can remain in the ideal working temperature range for a relatively long time. However, the PCM easily leaks from asphalt mixture in the process of using. To solve this problem, the carrier-adsorbed packing method is applied to modify PCM in this paper. Different carriers and packaging materials are used to prepare three kinds of composite shape-stabilized phase change energy storage material (CPCM). Their microscopic characteristics and thermo physical properties are analyzed by scanning electron microscope and differential scanning calorimetry, respectively. The results show that the gel of silicon incompletely packed the macropores of activated carbon and the clustered silica, and the ethyl cellulose completely coated the clustered silica whose particle size increases and particle surface forms a compacted thin film. The phase transition temperature and latent heat of CPCM with silica are higher than CPCM with activated carbon. The PCM absorption of silica is greater than the PCM absorption of activated carbon. The mass fraction of CPCM packed by the EC is larger than the CPCM packed by the gel-sol method. The results indicate that the carrier-adsorbed packing method can effectively solve the problem of PCM leaking from asphalt mixture. The CPCM prepared with silica and ethyl cellulose is the most suitable for asphalt mixture.