The microencapsulation of linoleic (LinA), oleic, erucic, and palmitic acids (PAs) from styrene and divinylbenzene were studied by using the suspension‐like polymerization technique. All materials exhibited a spherical shape, with a particle size between 166 and 416 μm. The phase change material (PCM) content decreased with the presence of double bonds in the fatty acid molecule. The thermal energy storage (TES) capacity of the microcapsules (MC) containing saturated PA was the highest (123.30 J g−1). Whereas, the lowest TES capacity was observed for the LinA. TES capacity values from unsaturated fatty acid materials and the high particle yield indicated that these kinds of acids played two different roles, as PCM and also as monomers, in the radical polymerization processes. At high initiator concentrations, the unsaturated fatty acids were observed to react. This was confirmed by Fourier transform infrared where the peak assigned to the CC bond disappears in the spectrum of MC. © 2017 Wiley Periodicals, Inc. J. Appl. Polym. Sci. 2018, 135, 45970.