In this study, we mainly focus on the effect of filler type, content, size and shape on the phase change properties of a series of Poly(ethylene) oxide (2000, 4600 and 8000 g/mol) based Thermoplastic Polyurethanes (TPUs) having a hard segment content of 30% by weight. The PEO soft segment phase transition between crystalline and amorphous states resulted in heat storage and release of the PEO based TPUs. Due to the micro-phase separation supported by hydrogen bonding, the hard segments serving as ‘‘physical crosslinks’’ restricted the free movement of the soft segments. Above the PEO phase melting transition temperature, the PEO based TPUs were still solid. Silica nanoparticles with 25, 75, 240 nm hydrodynamic radii, halloysite hollow tubular and silica hollow spheres structures were used to obtain TPU/silica and TPU/halloysite nanocomposites at various filler concentrations of 1,5,10 and 20% by weight. The nanocomposite films were prepared by the solution casting method. Proof for homogeneous filler dispersion in the nanocomposites was obtained from SEM studies. Interaction between the filler and TPUs was studied by FT-IR. Evidence for the effect of filler type on the crystal structure was obtained from polarized optical microscopy studies. DSC results clearly showed that filler size, shape and concentration are critical on the phase change properties of the nanocomposites resulting in significant changes in the PEO latent heat storage and the temperature range of the phase transition. Incorporation of silica nanoparticles into the TPUs regulated the transition temperature. Also, latent heat storage capacity of the soft segment was substantially increased by the addition of halloysite clays. DMA was used to find out the subtler changes in the phase transitions as a function of temperature. These transitions are directly related to the small molecular motions which are altered by the interaction between the soft segment and fillers.