Final answer:
The phase change that requires the loss of heat is freezing, where a substance goes from liquid to solid, releasing heat in the process.
Step-by-step explanation:
The phase change that requires the loss of heat is freezing. During freezing, a substance changes from a liquid to a solid state and this process is exothermic, meaning it releases heat to its surroundings. The other phase changes listed, such as melting, evaporation, and sublimation, are endothermic processes and require an input of energy.
Freezing occurs when the molecules of a liquid slow down enough to assume a fixed, orderly structure of a solid, thus releasing energy in the form of heat.