Self-healing polymer coatings are a type of smart material aimed for advanced corrosion protection of metals. This paper presents the synthesis and characterization of two new UV-cure self-healing coatings based on acrylated polycaprolactone polyurethanes. On a macroscopic scale, the cured films all show outstanding mechanical properties, combining relatively high Young's modulus of up to 270 MPa with a strain at break above 350%. After thermal activation the strained films recover up to 97% of their original length. Optical and electron microscopy reveals the self-healing properties of these coatings on hot dip galvanized steel with scratches and microindentations. The temperature-induced closing of such defects restores the corrosion protection and barrier properties of the coating as shown by electrochemical impedance spectroscopy and scanning vibrating electrode technique. Therefore, such coatings are a complementary option for encapsulation-based autonomous corrosion protection systems.