The inherently intermittent feature of solar energy requires reliable energy conversion and storage systems for utilizing the most abundant solar energy. Phase change materials are potential solutions to store a large amount of heat produced by solar light. However, few of the phase change materials have the ability to efficiently convert solar energy into heat; additionally, phase change materials need to be encapsulated in porous substrates for enhancing their leaking resistance and photo-to-thermal performance. In this work, monolithic MXene aerogels, fabricated by Al3+cross-linking and freeze-drying, were used as the encapsulation and photothermal materials. The composites phase change materials of MXene/polyethylene glycol can be made with a large polyethylene glycol loading above 90 wt% with the maximum of 97 wt%, owing to the large porosity of MXene aerogels. The low content of MXene has a limited impact on the phase transition temperature and enthalpy of polyethylene glycol, with an enthalpy retention rate ranging from 89.2 to 96.5% for 90–97 wt% polyethylene glycol loadings. MXene aerogels greatly improve the leaking resistance of polyethylene glycol above its melting point of 60 °C, even at 100 °C. The composites phase change materials also show outstanding cycling stability for 500 cycles of heat storage and release, retaining 97.7% of the heat storage capability. The optimized composite phase change material has a solar energy utilization of 93.5%, being superior to most of the reported results. Our strategy produces promising composite phase change materials for solar energy utilization using the MXene aerogels as the encapsulation and photothermal materials.