The development of phase change materials (PCMs)-based energy storage devices for both thermal and light energy has the potential to greatly enhance solar energy use efficiency, which is important in addressing the worldwide energy problem. Due to the environmentally friendly, good thermal and chemical stability, easy degradation, and good mechanical strength of ethyl cellulose, it was used to fabricate the shape-stabilized composite phase change material (ss-CPCM) with polyethylene glycol. The ss-CPCMs have a high latent enthalpy (174.33 J/g), high form stability, excellent thermal regulation abilities for both thermal energy storage and thermal insulation, and great cycle thermal performance. After adding long afterglow luminescence particles, the self-luminous ss-CPCMs were obtained. They can absorb and store visible and ultraviolet light, as well as emit green light in the dark for an extended period of time. The excellent properties of the self-luminous ss-CPCMs promise them great potential in applications, such as energy-saving, emergency lighting, furniture, smart building, and smart highway.