The preparation of micro and nano capsules of phase change material (PCM) by an electrospray method was investigated. Encapsulation of n-nonadecane with sodium alginate and chitosan has been carried out by melt coaxial electrospray. The encapsulated phase change material was characterized using optical microscopy (OM), scanning electron microscopy (SEM), and Fourier transform infrared (FTIR) spectroscopy. The OM image showed that the core-shell capsules were successfully produced with a narrow diameter distribution. The SEM photographs showed that the diameter of microcapsules and nanocapsules were controlled in the range of 20-40 µm and 100-300 nm, respectively by varying the parameters process, such as applied voltage, the needle to collector distance, the needle diameter, and the flow rate ratio. It has been proven that melt coaxial electrospray method is useful to prepare micro and nano capsules of PCM.