A method of forming a thermally insulating body that may involve co-depositing onto a substrate, particles containing aerogel material, particles containing phase change material, and a solution containing a binder and a carrier. The phase change material may have encapsulated phase change material particles in which a phase change substance encapsulated within durable capsules transitions from a solid to a liquid at a temperature greater than about 100 degrees Fahrenheit. The carrier may be removed after the co-deposition to form a solid thermally insulating body on the substrate.