Thermosensitive hydrogels with periodic dielectric structures displaying tunable structural color by temperature stimuli have attracted much research interest recently. However, reported thermosensitive photonic hydrogels either using the poly(N-isopropylacrylamide) (PNIPAM) bulk hydrogel as the responsive matrix or using PNIPAM microgels as the photonic building blocks have poor mechanical strength. Moreover, the expensive and time-consuming preparation process also limits their further application. In this work, a different strategy for preparing PNIPAM-based photonic hydrogel nanocomposite films with strong mechanical strength is proposed by incorporating a PNIPAM microgel film with the polyacrylamide (PAM) hydrogel. The preparation process is simple but efficient, and the obtained nanocomposite films have tunable mechanical strength by changing the crosslinking degree of the PAM hydrogels. More interestingly, the structural color of the nanocomposite films can be retained up to 80 °C (at least), much higher than those of previously reported PNIPAM-based photonic materials. In addition to being thermochromic, the film is sensitive to humidity, and the structural color-changing process is similar to the molting process of cicadas. Furthermore, the nanocomposite films have synchronous shape deformations and color changes and can be used as color-tunable soft actuators. The microgel film-capped photonic hydrogels provide a new strategy for the preparation of thermoresponsive photonic hydrogels and structural color-tunable actuators.