This paper demonstrates that β-CD which encloses industrialized paraffin, one of the phase change materials, is utilized to prevent the leak of the paraffin. The enthalpy of the phase change materials which are enclosed is studied by characterizing of DSC. The result shows that the enthalpy of paraffin which has been enclosed by β-CD is increased by 29%. The related research contents had not been reported in literature. This method, compared with the common encapsulation of paraffin by wall materials, like the urea formaldehyde resin, not only is a new exploration on the enclosure method and the increasing of the enthalpy of the phase change materials, but also meets the requirement of enviromental protection.