Development of highly durable phase change materials (PCMs) above 500 °C is essential in future high-temperature thermal energy storage systems. In this study, we report the fabrication of microencapsulated PCM (MEPCM) microspheres with high-temperature stability and cycling durability over 3000 cycles. The MEPCM consists of an Al-Si alloy core (Al-25 wt% Si; melting point of 577 °C) and a self-repairing Al2O3 shell. The uniform and highly durable Al2O3 shell is processed in three indispensable steps. Firstly, a boehmite treatment in an Al(OH)3 turbid solution under an optimal pH value of 8 is used for the formation of AlOOH and Al(OH)3 shell precursors. Secondly, additional Al(OH)3 is further precipitated on the surface to enhance the formation of a thicker shell. Finally, a stable and self-repairing two-phase (α-Al2O3 and -Al2O3) Al2O3 shell is formed by heat-oxidation in an O2 atmosphere. The surface morphology, crystal structure of the shell, thermal durability, cycling stability and the shell formation mechanism are carefully investigated. The newly introduced boehmite and precipitation pre-treatments under optimal conditions can reinforce the formation of a thick and highly compact shell with small α-Al2O3 and -Al2O3 grains, which are beneficial to disperse the thermal stress during high-temperature cycling and restrain crack propagation. The excellent achievement of durability over 3000 cycles can promote the practical applications of the MEPCM for high-temperature thermal storage, for example, it can be applied to the thermal storage system of a concentrated solar power plant for more than 6 years based on the reported durability.