The preparation of phase change fibers with controllable morphology, structure and enhanced thermal conductive property is of particular importance to many applications and still remains a challenge. In this study, core-sheath composite phase change microfibers with enhanced thermal conductive property are successfully prepared by microfluidic strategy, which consist of Rubitherm (R) 27 (RT27) core and poly(vinyl butyral) (PVB) sheath blended with aluminum oxide nanoparticles (Al2O3 NPs). The effects of Al2O3 NPs on the morphologies, mechanical properties, phase change properties and thermal conductive properties of the produced composite microfibers are systematically investigated. The morphologies of the composite microfibers are continuous cylindrical shape with core- sheath structure. The modified Al2O3 NPs are uniformly dispersed in PVB matrix, and the thermal conductive property of the composite microfibers has improved significantly. The surface temperature of the Al2O3-incorporated composite microfibers changes faster than that of microfibers without Al2O3 The melting and crystallization times of the composite microfibers with 12% Al2O3 are decreased by 47.1 and 39.5%, respectively. It is expected that the results can provide a valuable guidance for fabrication of phase change microfibers with satisfactory heat conductive properties as well as fast thermal regulation properties.