Phase change material emulsions (PCMEs) are an attractive two-phase heat transfer fluid where the PCMs that can store or release latent heat during their phase change at a desired temperature are dispersed in the form of fine droplets in a carrier fluid. The majority of the PCMEs were prepared previously by using organic molecular surfactants, some of which might possess health and environmental risks. Herein, we demonstrate the surfactant-free fabrication of docosane (C22H46)-based PCMEs by utilizing various mineral oxide nanoparticles (MONPs) as Pickering emulsifiers, which show promising thermal properties.