The development of rational material structure design for thermo-regulated smart textiles based on phase change materials (PCMs) paraffin wax (PW) is paramount for effectively solving leakage issue in the process of phase change. Here, a material structure with high-performance in overcoming leakage of PW is achieved by coaxial electrospinning technique resulting from core-sheath structured smart textiles with PW as core layer and polyacrylonitrile (PAN) as sheath layer. Additionally, to improve the heat utilization efficiency of solar energy, the hexagonal cesium tungsten bronze (Cs0.32WO3) with excellent near-infrared region (NIR) absorbing ability is incorporated in the textiles. It is noteworthy that the smart textile possesses the high encapsulation efficiency of 54.3% (latent heat of 60.31 J/g) and shows good stability because of almost no change of latent heat for the smart textiles after 500 heating-cooling cycles. Hence, this work provides a meaningful guidance for smart textiles and opens up some opportunities for comfortable wearing.