The salt hydrate heat storage phase change material (PCM) has a promising prospect of application and has become a research hotspot because of the advantages of high thermal storage density, high thermal conductivity, moderate phase change temperature, and low price. However, some problems have restricted the application of salt hydrate heat storage materials, such as phase separation, supercooling, and corrosion of the metal container. A microencapsulated PCM using the microencapsulated technology of solid PCM coated packaging with coreshell structure composite material is an effective method to solve the above problems. In this paper, the research situations involving microencapsulated salt hydrate are analysed. This review introduces the selection of core and shell materials, compares the different preparation methods of encapsulated salt hydrate PCMs and summarizes the application fields.