Thermosensitive poly(N‐isopropylacrylamide) (PNIPAm)‐coated gold nanoparticles (AuNPs) were prepared by self‐assembly of the azobenzene‐terminated PNIPAm on the surface of the α‐cyclodextrin (α‐CD)‐capped AuNPs via the host–guest molecular recognition between α‐CD and azobenzene. Reversible attachment–detachment of azobenzene‐terminated PNIPAm on the surface of α‐CD‐capped AuNPs was achieved when subjected to visible and UV light irradiation alternately, which endowed thermosensitive AuNPs with tunable smart properties.