Microencapsulated phase change materials (PCMs) are attracting increasing attention as functional fillers in polymer matrices, to produce smart thermoregulating composites for applications in thermal energy storage (TES) and thermal management. In a polymer composite, the filler−matrix interfacial adhesion plays a fundamental role in the thermomechanical properties. Hence, this work aims to modify the surface of commercial PCM microcapsules through the formation of a layer of polydopamine (PDA), a bioinspired polymer that is emerging as a powerful tool to functionalize chemically inert surfaces due to its versatility and great adhesive potential in many different materials. Scanning electron microscopy (SEM) and atomic force microscopy (AFM) evidenced that after PDA coating, the surface roughness increased from 9 to 86 nm, which is beneficial, as it allows a further increase in the interfacial interaction by mechanical interlocking. Spectroscopic techniques allowed investigating the surface chemistry and identifying reactive functional groups of the PDA layer and highlighted that, unlike the uncoated microcapsules, the PDA layer is able to react with oxirane groups, thereby forming a covalent bond with the epoxy matrix. Hot-stage optical microscopy and differential scanning calorimetry (DSC) highlighted that the PDA modification does not hinder the melting/ crystallization process of the paraffinic core. Finally, SEM micrographs of the cryofracture surface of epoxy composites containing neat or PDA-modified microcapsules clearly evidenced improved adhesion between the capsule shell and the epoxy matrix. These results showed that PDA is a suitable coating material with considerable potential for increasing the interfacial adhesion between an epoxy matrix and polymer microcapsules with low surface reactivity. This is remarkably important not only for this specific application but also for other classes of composite materials. Future studies will investigate how the deposition parameters affect the morphology, roughness, and thickness of the PDA layer and how the layer properties influence the capsule−matrix adhesion.