Phase change materials (PCM) can be employed in many fields because of their capacity to absorb and release energy when it is necessary. Nowadays, the number of studies about these materials is increasing because of their benefits in energy systems. This paper reviews the previous researches and developments on microencapsulated phase change materials (MPCM) in thermal energy storage (TES) systems, focusing on the different methods of encapsulations and also the different applications of these materials. This review aims to be a useful guide for the researchers in this area, because it explains the different types of phase change core materials, the different shells, the methods to microencapsulate these PCM, the most used techniques to characterize these microencapsulated phase change materials, and a revision of the main applications.