The practical application of polyethylene glycol (PEG) phase change materials (PCMs) necessitates exceptional shape stability, rapid thermal responsiveness, and a substantial thermal storage capacity. The present study focuses on the fabrication of a highly robust cellulose nanofibril (CNF) based aerogel with an ordered structure, serving as a three-dimensional (3D) scaffold for PEG to effectively prevent any potential leakage. Additionally, hydroxyl and amino functional groups are introduced to functionalize boron nitride nanosheets (BNNS-g), which are incorporated into the aerogel to enhance its thermal conductivity. Consequently, the porous and interconnected BNNS-g/CNF aerogel effectively encapsulates PEG while exhibiting exceptional resistance to liquid leakage during the phase change process. Due to the continuous thermally conductive pathway provided by BNNS-g and reduced contact thermal resistance, the BNNS-g/CNF/PEG composite PCMs (CPCMs) show enhanced thermal conductivity compared to pure PEG and previously reported PEG CPCMs. The BNNS-g/CNF/PEG CPCMs demonstrate a high thermal storage density of 158.0 J/g (up to 96.6 % of pure PEG), exceptional PCM loading capacity (approximately 7000 wt%), low fill content (1.4 wt%) and cycling stability. Furthermore, the BNNS-g/CNF/PEG CPCMs exhibit excellent long-term thermal stability based on simulated residual heat absorption in an environment, underscoring their significant potential for commercial applications in thermal energy conversion and storage.