The transport and systematic release of functional agents at specific areas are key challenges in various application fields. These make the development of micro-and nanocapsules, which allow for uptake, storage, and triggered release, of high interest. Hollow thermoresponsive microgels, cross-linked polymer networks with a solvent-filled cavity in their center, are promising candidates as triggerable nanocapsules, as they can adapt their size and shape to the environment. Their shell permeability can be controlled by temperature, while the cavity can serve as a storage place for guest species. Here, we present the synthesis and structural characterization of temperature-responsive microgels, which are deswollen at room temperature and swell upon moderate cooling, to facilitate potential encapsulation experiments. We present microgels made from poly(N-isopropylacrylamide-co-diacetone acrylamide), p(NIPAM-co-DAAM), possessing a volume phase transition temperature below room temperature. Their colloidal stability in the deswollen state can be enhanced by adding a swollen polymer shell made of poly(N-isopropylacrylamide), pNIPAM, as periphery. The synthesis of hollow double-shell microgels comprising a cavity surrounded by an inner p(NIPAM-co-DAAM) shell and an outer pNIPAM shell is established. The inner network enables the control of the shell permeability: the network is deswollen at room temperature and swells upon moderate cooling. The outer network guarantees for steric stability at room temperature. Light scattering techniques are employed for the characterization of the microgels. Form factor analysis reveals that the cavity of the nanocapsules persists at all swelling states, making it an ideal site for the storage of guest species.