Blast furnace slag (BFS) is a typical solid waste generated in the steel production. Most of previous investigations have reported that the BFS has been used as traditional construction materials (cement, roadbed filling, concrete). In this study, a novel use route for BFS was proposed to prepare high-temperature composite phase change materials (C-PCMs) for thermal energy storage. Three typical inorganic PCMs (NaNO₃, Al and Na₂SO₄ with different operating temperature) were blended with the pre-ground BFS to fabricate BFS-based C-PCMs by means of a mixing and sintering process. The results showed that NaNO₃ had excellent chemical compatibility with BFS and the prepared C-PCMs had perfect phase change performance. The enthalpies of NaNO₃/BFS C-PCMs was 65.53 J/g with melting point 300.5 °C and the super-cooling was only 0.1 °C. Furthermore, the NaNO₃/BFS C-PCMs could retain good thermal reliability after 100 thermal cycles, which presented a potential application in the thermal energy storage system. In addition, the morphological structure, thermal reliability and heat transfer property of the NaNO₃/BFS C-PCMs were characterised by using SEM, TGA and TG-DSC.