Phase change materials (PCMs) can be applied to several different solar energy systems for the extended heat energy storage which is quite useful as the solar energy is intermittent in nature and is unavailable during the night period. Application of PCMs in solar energy systems allows the solar energy to be used at any time even in the absence of the natural solar radiation. Thus, the use of PCMs in the solar energy systems can bridge the demand and supply gap of the normal electrical energy. This paper deals with the recent advances in PCMs application in different solar energy systems and presents almost all of the emerging areas where the applications of PCM in solar energy systems are urgently required. The novel and most recent developments of PCMs in solar thermal energy systems, such as, solar thermal power plants, solar air heater, solar water heater and solar cooker have been duly covered. Furthermore, the application of PCMs in heating and cooling of buildings have been presented as well as the investigation of the PCM application in the solar photovoltaic systems for the performance enhancement of PCMs. Intrinsically important, from the study it has been found that PCMs have been in use in almost all of the solar energy systems even though their uses are still limited and commercially not available due to several economic and environmental constraints. Thus, the paper attempts to present recent and novel approaches by the authors around the world on PCMs applications in the solar energy in well documented forms. Based on the findings, future recommendations have also been given to provide the idea and pragmatic concepts for the researcher to work on the areas of research for further improvements in the systems.