Metal coatings with embedded phase change material (PCM) particles were made by electrolytic deposition. These composite coatings have useful thermo-mechanical properties for thermal actuators. The PCM particles which are homogeneously dispersed in the metal matrix provide a large thermal expansion of the composite at the phase change temperature. Since the metal matrix has a good thermal conductivity, it allows fast heating of the embedded PCM particles and hence fast actuation. In this study, paraffin and water were used as PCM in copper, zinc and nickel coatings. To embed PCM material in electrolytic metal coatings, the PCM has to be encapsulated first. This was done by emulsion polymerization for paraffin and by solvent evaporation of a double emulsion for water. PCM-metal composite coatings are made by adding the PCM particles to the electrolyte used for metal plating. The properties of the metal-PCM composite coatings were examined by differential scanning calorimetry (DSC) and vertical dilatometry. The thermal expansion of the paraffin composite coatings showed a sharp increase in a small temperature range above the melting point of the paraffin and a total expansion of 1 % was found. Although a sharp expansion increase in a small temperature range is ideal for thermal actuators, the effect decreased by thermal cycling. A thermoelastoplastic model was developed to describe the thermal expansion of the composites. For water containing composite coatings, very large expansions of up to 15 % were obtained, but the temperature range over which this expansion occurs is large.