Polyethylene glycols (PEG, average molecular weight 2000, and 10,000) are embedded in silica gels (SG) with pore diameters of d = 10-200 nm. The PEG/SG composites were analyzed using differential scanning calorimetry (DSC), scanning electron microscope (SEM) and powder X-ray diffractions (XRD). Inside the nanopores, melting temperatures of the PEG and the depression of the melting points, have linear relation with the reverse pore size. The latent heat is reduced with the decreasing pore size. The composites remained no leakage of PEG above the melting point in pore fillingness of 80%. In a short-term thermal cycling, the composites display stable melting points and heat storage capacities. The diffractions of PEG in the pores show the same patterns with the bulk, revealing a same structure basis with good heat storage performance. The nano-sized PEG act as a series of new phase change materials obtained by adjusting the size.