In this work, a nanocomposite phase change material (PCM) has been designed by combining two-dimensional lamellar anhydrous calcium sulfate with polyethylene glycol (PEG). We report a facile strategy to controllably fabricate two-dimensional lamellar anhydrous calcium sulfate (LAH) with the average thickness of 28.63 nm from phosphogypsum (PG) through ethylenediamine tetraacetic acid disodium (Na₂EDTA) induction in glycerol and ethylene glycol solutions at 98 °C. The obtained 2D lamellar CaSO₄ was a slit-type mesoporous material stacked by the nanosheet of calcium sulfate. It has a specific surface area of 70.02 m²/g, which is 10 times larger than phosphogypsum. Na₂EDTA acts as a crystal habit-directing agent to regulate crystal morphology through nonclassical nanoparticle-mediated crystallization processes, resulting in the crystalline morphology tending to be lamellar. Lamellar anhydrous calcium sulfate phase change composites (LAHPCMs) were prepared with 2D lamellar anhydrous nano-CaSO₄ and polyethylene glycol (PEG). The LAHPCMs had a high latent heat storage capacity (92.99 J/g). Lamellar anhydrous calcium sulfate phase change composites have good thermal stability and durability, structure stability, and good liquid leakage resistance. These results provide the possibility for phosphogypsum to be used for energy storage and thermal insulation.