Owing to advantageous properties attributed to well‐organized structures, multifunctional materials with reversible hierarchical and highly ordered arrangement in solid‐state assembled structures have drawn tremendous interest. However, such materials rarely exist. Based on the reversible phase transition of phase‐change materials (PCMs), phase‐change nanocrystals (C18‐UCNCs) are presented herein, which are capable of self‐assembling into well‐ordered hierarchical structures. C18‐UCNCs have a core–shell structure consisting of a cellulose crystalline core that retains the basic structure and a soft shell containing octadecyl chains that allow phase transition. The distinct core–shell structure and phase transition of octadecyl chains allow C18‐UCNCs to self‐assemble into flaky nano/microstructures. These self‐assembled C18‐UCNCs exhibit efficient thermal transport and light‐to‐thermal energy conversion, and thus are promising for thermosensitive imaging. Specifically, flaky self‐assembled nano/microstructures with manipulable surface morphology, surface wetting, and optical properties are thermoreversible and show thermally induced self‐healing properties. By using phase‐change nanocrystals as a novel group of PCMs, reversible self‐assembled multifunctional materials can be engineered. This study proposes a promising approach for constructing self‐assembled hierarchical structures by using phase‐change nanocrystals and thereby significantly expands the application of PCMs.