Energy-efficient components that are capable of intelligently regulating room temperature are much demanded to reduce the energy consumption in buildings. In recent years, phase change materials (PCMs) have been widely investigated for intelligent temperature regulation by taking advantages of their unique thermal, optical, and mechanical properties across phase transition. In this review, we summarize the mechanisms of PCMs for intelligent temperature regulation, including latent heat, optical modulation, and mechanical deformation. We then discuss the traditional PCMs, such as organic and inorganic PCMs with huge latent heats, and emerging PCMs, such as VO2, for the applications in temperature controls, smart windows, and radiative cooling surfaces. We finally point out where to focus for these PCMs to realize applications in buildings. This review provides insights into future research of PCMs for their intelligent applications.