A novel NaF phase change microcapsule with a carbon shell (NaF@C microcapsule) was prepared by a simple approach. The carbon shell was synthesized by carbonization of a resole-type phenolic resin shell, which was encapsulated onto the surface of NaF particles by a simple phase separation process induced by tetraethoxysilane. Scanning electron microscopy, transmission electron microscopy, X-ray diffraction, Fourier transform infrared spectroscopy, X-ray photoelectron spectroscopy, differential scanning calorimetry (DSC), and thermogravimetric analysis were used to characterize the morphology, composition, crystal phase, and thermal properties of the microcapsules. The size of the NaF@C microcapsule was 3-5 μm with a core-shell structure. DSC results showed that the melting point of the prepared NaF@C microcapsule was 988 °C, and the enthalpy value was 192 J/g. The prepared NaF@C microcapsules retained the powder morphology after 30 times of heat treatment at 1100 °C, with no NaF leakage detected, and the micromorphology remained stable, presenting good thermal stability. The NaF@C microcapsules can be used in the fields of thermal protection and thermal management in extreme high-temperature environments such as aerospace and solar energy.