In this work, multifunctional polyurethane-based phase change materials with zinc oxide (ZnO) and graphene aerogel (GA) were prepared through facile impregnation. ZnO and GA improved the latent heat of the system from 86.8 J/g to 108.1 J/g for the heterogeneous nucleation and chemical mitigations. Furthermore, the photo-/electro-thermal energy conversion efficiency of the system with ZnO and GA is 80.1%, 84.4%, respectively, for the efficient light absorption of ZnO and GA as well as the electrical conductivity of GA. The as-prepared materials with high latent heat, excellent form-stability, remarkable thermal stability as well as reliability, efficient light-/electro-thermal energy conversion, have great prospects for applying in energy harvesting, conversion and storage devices like solar heater, smart textile and greenhouse.