To improve energy efficiency in concrete buildings and reduce CO2 emissions, this thesis explores the integration of microencapsulated phase change materials (MPCMs) into cementitious materials. This approach can negatively affect the properties of the mixtures, so a multi-response TOPSIS-based Taguchi optimization was used to address these issues. The first study focused on optimizing mixtures with MPCMs by considering workability, compressive strength, and tensile strength. Key factors included cement content (400, 450, 500 kg/m³), water-to-cement ratio (0.45, 0.50, 0.55), and MPCMs content (5%, 10%, 20% volume replacement of sand). The water-to-cement ratio was found to be crucial for workability, while MPCMs content significantly influenced strength, particularly above 10%. Suitable mixtures with adequate thermal properties were identified, and multivariable regression models were developed for performance prediction. The second study examined the role of supplementary cementitious materials (SCM), specifically fly ash (FA) and polyvinyl alcohol (PVA) fiber, in enhancing mixtures with MPCMs. PVA fiber notably affected workability and compressive strength, especially above 0.5%. Fly ash improved workability and compensated for later-age strength loss, with regression models predicting mixture performance. The third study explored MPCMs in ultra-high-performance concrete (UHPC) to enhance thermal storage and reduce energy use. Despite initial negative impacts, the inclusion of micro steel fibers improved both thermal properties and impact energy absorption, increasing the ductility of MPCM-UHPC samples.