Photothermal conversion entails the conversion of solar radiation into thermal energy via processes such as reflection and absorption, thus making it available for human use. This methodology is among the primary approaches currently used for harnessing solar energy. Phase change thermal storage materials, through phase transitions, store and release thermal, providing advantages like high thermal storage density and a consistent temperature during the storage and release processes. The integration of these materials with photothermal conversion technology not only improves the efficient storage of thermal energy obtained from photothermal conversion but also allows for temperature control during the storage and release processes. This integration facilitates a more precise and efficient use of thermal energy in subsequent applications, thus making phase change thermal storage materials an ideal complement to photothermal conversion technology. In this review, based on their distinct chemical compositions, the phase change thermal storage materials currently used in photothermal conversion applications are categorized and elaborated on. Their application mechanisms and the fields are explored. Furthermore, the existing challenges with current photothermal conversion phase change materials are summarized, and future research directions for the development of novel materials in this area are prospected.