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Epoxy/hollow glass microsphere (HGM) syntactic foams (SFs) are peculiar materials developed to combine low density, low thermal conductivity, and elevated mechanical properties. In this work, multifunctional SFs endowed with both structural and thermal management properties were produced for the first time, by combining an epoxy matrix with HGM and a microencapsulated phase change material (PCM) having a melting temperature of 43 °C. Systems with a total filler content (HGM + PCM) up to 40 vol% were prepared and characterized from the mechanical point of view with a broad experimental campaign comprising quasi-static, impact, and fracture toughness tests. The experimental results were statistically treated and fitted with a linear model, to produce ternary phase diagrams to provide a comprehensive interpretation of the mechanical behaviour of the prepared foams. In quasi-static tests, HGM introduction helps to retain the specific tensile elastic modulus and to increase the specific compressive modulus. The brittle nature of HGMs decreases the Charpy impact properties of the SFs, while the PCM insertion improve their toughness. This result is confirmed in K_IC and G_IC tests, where the composition with 20 vol% of PCM shows an increase of 80% and 370% in K_IC and G_IC in to neat epoxy, respectively. The most promising compositions are those combining PCM and HGMs with a total particle volume fraction up to 40 vol%, thanks to their optimal combination of thermal management capability, lightness, thermal insulation, and mechanical properties. The ability to fine-tune the properties of the SFs, together with the acquired thermal energy storage (TES) capability, confirm the great potential of these multifunctional materials in automotive, electronics, and aerospace industries. Full article