In this work, graphene oxide (GO)/polymer hybrid microcapsule-loaded self-healing agents were prepared via the combination of the emulsion template method and photopolymerization technology. The incorporation of GO in the microcapsule shell not only improved the impermeability, mechanical property, and solvent resistance property of the microcapsules significantly but also endowed the microcapsules with photothermal conversion property. By incorporating GO/polymer hybrid microcapsules in water-borne epoxy resin, a novel kind of anticorrosion coating with a double self-healing property was successfully fabricated. When the coating was scratched, the linseed oil (LO) encapsulated in the microcapsules could fill the crack, and the photothermal conversion property of GO could promote the molecular chain movement of the damaged area under near-infrared (NIR) irradiation to realize the close of the crack. Based on the filling of LO and photothermal conversion-induced scratch narrowing, the "filling" and "close" double self-healing effect can be realized under temporal NIR irradiation, which could lead to the complete recovery of the scratched coating. The |Z|f=0.1Hz value of the damaged coating with GO/polymer microcapsules after double healing was comparable to that of the intact coating, which was about 4 orders of magnitude higher than that of the scratched blank coating and single self-healing coating. As to the neutral salt spray test, the scratched blank coating failed in protection after 100 h, while the healed composite coating did not show any corrosion after 300 h.