Core–shell–corona micelles with a thermoresponsive shell self-assembled by triblock copolymer of poly(ethyleneglycol)- b-poly( N-isopropylacrylamide)- b-polystyrene (PEG 45- b-PNIPAM 168- b-PS 46) are studied by 1H NMR, light scattering and atomic force microscopy. The thermoresponsive triblock copolymer, which has a relatively short hydrophobic PS block, can disperse in water at room temperature to form core–shell–corona micelles with the hydrophobic PS block as core, the thermoresponsive PNIPAM block as shell and the hydrophilic PEG block as corona. At temperature above lower critical solution temperature (LCST) of the PNIPAM block, the PNIPAM chains gradually collapse on the PS core to shrink the size and change the structure of the resultant core–shell–corona micelles with temperature increasing. It is found that there possibly exists an interface between the PNIPAM shell and PEG corona of the core–shell–corona micelles at temperature above LCST of the PNIPAM block.