In this work, a multiscale model for thermomechanical properties of composite structures containing phase change particles is developed. For the mechanical part, a classical linear computational homogenization procedure is employed. For the thermal part, due to the strong nonlinear, history-dependent thermal effects, a concurrent multiscale (FE 2) method is extended to take into account the presence of Phase Change Materials particles (PCM) at the microscale. The PCM inclusions change from liquid to solid state in the range of room temperature. This phase change induces a modified macroscopic thermal behavior, which can be used e.g. to design materials with enhanced thermal inertia and reduce energy consumption in civil engineering constructions. The technique allows taking into account accurately the fully nonlinear, history-dependent thermal behavior through numerical calculations at the microscale based on a Representative Volume Element (RVE) and its effect at the macroscale. The method is applied to concrete material including paraffin wax PCM. The results show the benefits of the PCM on the thermal behavior, including shifted and smoothed temperature response as compared to materials without PCM particles.