n-Eicosane-melamine formaldehyde microcapsules of an average size of 1.1 μm and latent heat of fusion of 146.2 ± 5.3 J/g have been prepared. They have been characterized by scanning electron microscopy, FTIR spectroscopy, calorimetric techniques, and thermogravimetric analyses. Under processing conditions, the microcapsules apparently preserved their properties, also maintaining their n-eicosane loading and heat storage capacity under washing conditions (water with detergent at 60 °C). The microcapsules synthesis has been scaled up for the fabrication of functional films by extrusion. For that, polymer films containing 10 wt.% of microcapsules were prepared at a pilot plant level. In those films, even though a fraction of the n-eicosane loading was lost during the extrusion process, the microcapsules showed good compatibility within the polyamide. The percentage of PCM in the polyamide 6 films was estimated by TGA, verifying also the heat storage capacity predicted by DSC (2.6 ± 0.7 J/g).