Gel including a phase-change material and a gelling agent. In one embodiment, the phase-change material may be n-tetradecane, and the gelling agent may be a styrene-ethylene-butylene-styrene (SEBS) triblock copolymer. In particular, the SEBS copolymer may be a high molecular weight SEBS copolymer with a styrene:rubber ratio of about 30:70 to 33:67% by weight. The SEBS copolymer may constitute up to about 10%, by weight, of the gel, preferably less than 6%, by weight, of the gel, with n-tetradecane constituting the remainder. To form the gel, the phase-change material and the gelling agent are mixed together at an elevated temperature relative to room temperature to partially, but not completely, dissolve the gelling agent, i.e., a homogeneous solution is not formed. The mixture is then allowed to cool to room temperature. The invention is also directed at a method of preparing the gel and a thermal exchange implement including the gel.