A promising and cost-effective phase change material (PCM) containing polyethylene glycol (PEG) 600, 800, and/or 1000 has been synthesized. It is shape stabilized using a sol-gel method and displays promising thermal properties. These properties make the PCMs good candidates for thermal batteries and other thermal energy storage applications in the building sector. However, PEG leakage is observed at elevated temperatures, and due to the hygroscopic nature of PEG, moisture ingress is also observed, which can have a significant effect on performance and durability. Thus, we have developed hydrophobic coatings to prevent PEG leakage and mitigate moisture ingress. The selected approach involves a secondary sol-gel process during which a thin layer formulated with hydrophobic precursors is deposited onto the surface of the PCM samples. Several coating formulations have been investigated, including formulations composed of tetraethyl orthosilicate (TEOS), diethoxy(dimethyl)silane (DEDMS), triethoxymethylsilane (TEMS), and n-octyltriethoxysilane (OTES). We find that this is effective at increasing hydrophobicity of the PCM substrates. It also decreases substrate leakage.