In this work, periodic arrays of 3D composite structures consisting of gold nanoparticle (AuNP) capped VO2 shells on self‐assembled highly‐ordered SiO2 microspheres have been designed and fabricated, and their temperature‐tunable surface‐enhanced Raman scattering (SERS) performance is investigated. The results show that the SERS intensity enhancement factor (EF) for R6G molecules adsorbed on the AuNP‐capped VO2 shells increases from 8.3 × 105 to 3.9 × 106 when triggering the semiconductor‐to‐metal phase transition of VO2 by temperature rise, which strengthens the plasmonic coupling between the AuNPs and VO2 shells and consequently leads to a larger electric near‐field enhancement at the gaps between neighboring AuNPs. Such periodic arrays of AuNP‐capped VO2 shells with tunable plasmonic coupling can provide great opportunities for various optical applications, such as quantitative SERS detection of analytes, photothermal nano‐regulators, and biosensing in general.