The invention belongs to the technical field of preparation of phase change materials and microcapsules, and specifically relates to a method for preparing a hollow polymer microsphere coated with a phase change material. The method comprises the following steps of: performing surface modification on hydrophilic inorganic nanoparticles by an ionic surfactant, and adding the phase change material and monomers to the modified inorganic nanoparticles, which are taken as a stabilizer, to prepare the hollow polymer microsphere coated with the phase change material through a Pickering suspension polymerization method. The preparation process is simple, the raw materials are cheap and easily available, the inner wall of the prepared hollow polymer microsphere is made from polymers, the outer layer of the prepared hollow polymer microsphere is made from the inorganic nanoparticles, and the organic phase change material is coated inside the prepared hollow polymer microsphere. The prepared microsphere has a small size, the coating rate of the phase change material is high, and the outer inorganic nanoparticle layer enhances thermal stability, heat transfer efficiency, sealing performance and mechanical properties of the microsphere.