Hot probe method for measuring thermal conductivity has the advantages of easy operation, time saving, high accuracy and low poison. In this study, experimental device with high precision for measuring thermal conductivity by hot probe was designed. The measurement error of experimental device is less than 2.4%. This experimental device was used to measure thermal conductivities of pure paraffin (octadecane) and copper nano-particles/octadecane composite phase change materials (PCMs). The composite PCMs were prepared with copper nano-particles doping levels of 0.1, 0.2, 0.5, 1and 2 wt%. The experimental results showed that hot probe method is an effective method to measure the thermal conductivities of PCMs; copper nano-particles added into paraffin can improve thermal conductivity effectively. What’s more, the thermal conductivities of PCMs increase with the growing mass fraction of copper nano-particles.