The building indoor environment undergoes heat exchange with external environment through building envelopes (BEs), causing indoor environment to fluctuate along with external variations, which will consume a significant amount of energy for regulating the building's thermal comfort. Incorporating phase change materials (PCMs) into BEs presents a promising solution to reduce energy consumption (EC) for heating and cooling in buildings. PCMs possess the ability to store and release a large amount of latent heat while maintaining a constant temperature during phase transitions. This property provides PCMs with the capacity for passive thermal management in buildings. However, solid-liquid PCMs (SLPCMs) have an inherent drawback: liquid leakage. Encapsulating SLPCMs is an indispensable step for their practical applications. This paper reviews the encapsulation methods of SLPCMs. Additionally, solid-solid PCMs (SSPCMs) are an excellent alternative to SLPCMs due to no liquid leakage. On the other hand, the low thermal conductivity of commonly used organic PCMs is a recognized problem, and this paper reviews methods to improve their thermal conductivity. Furthermore, this paper reviews the integration methods of PCMs into BEs, such as walls, roofs, windows, and floors, along with the energy benefits they achieve. From addressing the drawbacks of PCMs (liquid leakage and low thermal conductivity) to exploring integration methods of PCMs into BEs, this review comprehensively examines solutions to the main challenges faced in the integration of PCMs into BEs, providing a broad perspective and extensive reference for future research.