The objective of this study is to investigate the potential of natural fibers as support materials for PCMs for buildings application using shape-stabilization. The material selection software Ansys Granta has allowed a preliminary selection of four natural fibers (fir fibers, hemp fibers, hemp shives and flax mulch) based on physical, thermal, geographical and economic criteria. The candidates fibers are impregnated with capric acid and lauric acid and their performances are compared, allowing the selection of the fiber with the highest impregnation rate. Hemp shives with maximum impregnation rate of about 50 wt% with LA and a good thermal stability under 150 °C has shown the best performances and has been selected as support material. Afterwards, it has been impregnated with 5 different pure fatty acids and 7 eutectic mixtures in order to identify the best composite. Most of the composites developed have latent heat higher than 50 J g−1, which is very promising for energy storage in buildings application. Taking into account the thermal requirements, which are high latent heat, low undercooling and temperature of fusion ranging from 15 to 45 °C, lauric acid hemp shives composites has been selected as potential materials for buildings application with promising performances (enthalpy of fusion of 79.31 J g−1 at 50 wt% of impregnation rate).