In the last decades, energy demand in the building sector has increased significantly, particularly for space cooling and heating. This increasing energy demand in buildings has become one of the serious concerns in many countries around the world due to its environmental and economic implications. The incorporation of thermal energy storage (TES) systems based on phase change materials (PCMs) into the building envelope offers an attractive solution for enhancing building energy efficiency while simultaneously decreasing both energy consumption and CO2 emissions. The literature presents different methods for incorporating Phase Change Materials (PCM) into different building elements. The present study offers a state-of-the-art review that covers recent research on the effectiveness of incorporating PCM into brick walls. The different techniques used for the integration of PCMs within the bricks are also presented. Furthermore, the study also investigates the influence of specific factors such as the type, the location, and the quantity of PCM integrated into brick walls on the enhancement of the energy efficiency and the indoor thermal comfort of buildings. The main finding derived from this review indicates that the utilization of PCMs in brick walls displays a promising technology to reduce indoor temperature fluctuations and save energy.