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Phase change materials (PCMs) may be used to regulate the temperature of road surfaces to avoid low-temperature damages when asphalt materials become brittle and prone to cracking. With this in mind, different asphalt mixtures were modified with microencapsulated phase change materials (i.e. tetradecane) to assess their thermal benefits during the phase change process. Likewise, the effect on the mechanical performance of PCMs as a replacement of mineral filler was assessed. Special attention was paid to dry and wet modification processes for incorporating the PCMs into the mixtures. The results showed that PCM modifications are indeed able to slow down cooling and affect temperatures below zero. Approximately, a maximum of 2.5 °C offset was achieved under the tested cooling conditions compared to the unmodified reference specimens. Regarding the mechanical response at 0 °C and 10 °C, the results indicated that the PCM modification significantly reduces the stiffness of the material in comparison with the values obtained for the reference mixture.