Poly(N-isopropylacrylamide) (pNIPAM) hydrogels have broad potential applications as drug delivery vehicles because of their thermoresponsive behavior. pNIPAM loading/release performances are directly affected by the gel network structure. Therefore, there is a need with the approaches for accurate design of 3D pNIPAM assemblies with the structure ordered at the nanoscale. This study demonstrates size-selective spontaneous loading of macromolecules (dextrans 10−500 kDa) into pNIPAM microgels by microgel heating from 22 to 35 °C (microgels collapse and trap dextrans) followed by the dextran release upon further cooling down to 22 °C (microgels swell back) . This temperature-mediated behavior is fully reversible. The structure of pNIPAM microgels was tailored via hard templating and cross-linking of the hydrogel using sacrificial mesoporous cores of vaterite CaCO3 microcrystals. In addition, the fabrication of hollow thermoresponsive pNIPAM microshells has been demonstrated, utilizing vaterite microcrystals that had narrower pores. The proposed approach for heating-triggered encapsulation and cooling-triggered release into/from pNIPAM microgels may pave the ways for applications of pNIPAM hydrogels for skin and transdermal cooling-responsive drug delivery in the future.