Phase change materials have significant application prospects in thermal energy storage and management. However, challenges such as low thermal conductivity, liquid leakage and solid rigidity have hindered their practical application. In this study, a dual encapsulation strategy was adopted, using highly-oriented graphite framework (HOGF) as the large framework and polyimide/carbon nanotube (PI/CNTs) aerogel as the small framework to construct an oriented carbon skeleton with high thermal conductivity. Subsequently, it was used to impregnate n-octadecane (OD), and composite phase change materials (OHPC-x) with bidirectional high thermal conductivity, heat storage and high photothermal performance were successfully prepared. The increase of OD endows OHPC with excellent heat storage capacity, and the enthalpy value of OHPC-2 can reach 164.46 J/g. In addition, the lamellar structure of HOGF provides phonon transmission channels, endowing the OHPC composite with a relatively high in-plane thermal conductivity (5.8913 W/m·K). CNTs, as thermal conductive fillers and light collectors, can not only expand the heat transfer area but also reduce thermal resistance. Their addition enabled OHPC to achieve an enhanced axial thermal conductivity (2.2934 W/m·K) and a high photo-thermal conversion rate (86.9%). The developed composite material has achieved a perfect combination of multiple functions and holds great application potential in the efficient utilization of solar energy, building thermal management, and the protection of electronic equipment.