In this study, n-dodecanol and 1-tetradecanol were nanoencapsulated by poly(methyl metharcylate-co-methacrylic acid) (p(MM-co-MA)) wall using emulsion polymerization method which was defined as one-stage (OS) or two-stage (TS). Nanocapsules were analyzed by Fourier-transform infrared (FT-IR) spectroscopy, transmission electron microscopy (TEM), differential scanning calorimeter (DSC) and thermogravimetric analyzer (TGA). According to the analyses results, typical core-shell structured, spherical shaped, uniform nano-sized particles having high thermal stability and energy storage capacity were fabricated successfully. Enthalpy values of the nanocapsules prepared by TS process were higher and reached up to 171 J/g. It was concluded that thermal degradation stability of the nanocapsules could be improved using TS emulsion polymerization method. Besides, in the study, the nanocapsules were incorporated in polyacrylonitrile nanofibers using co-axial electrospinning method and composite nanofibers having 19 j/g energy storage capacities were produced. The prepared core-sheath structured nanofibers surfaces were rough and coarse but diameter distribution was unimodal.