Polymer nanocomposites (PNCs), which feature a hybrid network of soft polymers filled with nanoparticles, hold promise for application in soft robots due to their tunable physiochemical properties. Under certain environmental conditions, PNCs undergo stimuli-responsive structural rearrangement and transform the energy of the ambient environment into diverse uses, for example, repairing the injuries and reconfiguring the shapes of the materials. We develop PNCs with the ability of thermal-responsive restructuring by the stepwise assembly of functional components, including magnetite nanoparticles, silylated cellulose, and polydimethylsiloxane. We investigate the dynamic changes of the nano- and submicron structure of the magnetic PNCs upon the stimulation of heating based on a combined analytical approach: using dynamic mechanical analysis to interpret the viscoelastic properties of the PNC and in situ small-angle X-ray scattering to quantify the clustering of NPs. Based on these results, we formulate a structural model for the heating-induced evolution of the nano- to submicrometer assemblies in the magnetic PNC. Moreover, thermal-induced restructuring of magnetic PNCs leads to additional favorable functions, such as the abilities of healing, welding, reprocessing, and responses to photo and magneto stimuli. Our design provides a versatile means to develop responsive PNCs for applications in soft robots, sensors, and actuators.