We prepared a series of paraffin wax (PW) based phase change composite containing ZnO, Al2O3 and Fe2O3 nanoparticles, respectively. DSC results showed that there is a decrease trend in phase change latent heat capacity (Ls) with an increase of metal oxide nanoparticle loadings. ZnO/PW has higher Ls than those of Fe2O3/PW and Al2O3/PW with same metal oxide nanoparticle loadings. Transient short-hot-wire (SHW) method was used to measure thermal conductivity of these composites. The results showed that nanoparticle addition leads to substantial enhancement in the thermal conductivity of the composites. The highest thermal conductivity of the measured composites is about 0.27 W/(m•K) of Fe2O3/PW with 3.0 wt% nanoparticles and Al2O3/PW with 5.0 wt% nanoparticles at 15 oC, which higher than that of PW by about 30%. The lowest thermal conductivity of composites is that of Al2O3/PW and ZnO/PW with 1.0 wt% nanoparticles at 60 oC, which higher than that of PW by about 7%.