The implementation of phase change thermal storage technology represents a high-potential strategy for mitigating energy consumption and reducing heating and cooling loads in buildings. However, the practical thermal storage effectiveness is affected significantly by the outdoor thermal conditions specific to each location. This work studied the thermal behaviors of a novel composite concrete containing phase change material (PCM concrete) when inserted into building envelopes. Numerical simulations have been conducted to assess the full-year impact of this PCM concrete on buildings with multi-layer walls, considering four cities with different climates. Results indicate that this novel PCM concrete demonstrates maximum effectiveness in Paris, effectively reducing indoor temperature fluctuations in summer. Conversely, in the other three cities with high solar-air temperatures in summer, the PCM concrete remains melting, reducing its thermal storage effectiveness. Instead, it performs better thermal behaviors during spring and autumn. In summary, the new PCM concrete demonstrates a good capacity to regulate indoor temperature, however, this effectiveness is primarily impacted by the outdoor solar-air temperature. Therefore, to maximize the latent heat storage potential of PCM, it is crucial to select an appropriate PCM with optimal phase change temperature zones, particularly when this technology is implemented in diverse climatic zones.