As a bridge connecting indoor and outdoor environment, windows cause extremely high energy consumption, and near infrared light entering rooms is the primary reason for the increase of cooling load in summer. Thermochromic smart windows, which dynamically regulate light transmittance through stimulus–response mechanism, aroused enormous interest in building energy-saving. However, the development of traditional thermochromic smart windows is often limited by single function and inappropriate response temperature. Herein, a novel fully autonomous multi-stage thermal-response@storage (MTRS) smart window that responds to the ambient temperature was designed by using the thermoresponsive SPCM@PNIPAm-PAM hydrogel for energy-saving and privacy protection. The SPCM@PNIPAm-PAM hydrogel exhibited satisfactory luminous transmittance of 62.70 % and solar modulation ability (ΔTsol,25-40°C=27.39 %, ΔTsol,40-55°C= 19.28 %). With the temperature changing from low (<28 °C) to medium (28–45 °C) to high (>45 °C), the MTRS smart window realized the multi-stage reversible transition from opaque to transparent to opaque, which achieved privacy protection at night and thermal insulation during the day. The obtained MTRS smart window achieved a peak temperature drop of 12.14 °C compared with the regular window on a certain day in the midsummer in Tianjin region. Based on this day’s temperature data, the cooling load of was calculated, and the energy saving was further calculated, which was as high as 21.37 %. The proposed work has a great significance for further development of effective smart windows and deserves attention for the future design of windows for energy saving.