Hagfish slime threads are assembled from protein-based bundles of intermediate filaments (IFs) that undergo a strain-induced α-helical coiled-coil to β-sheet transition. Draw processing of native fibers enables the creation of mechanically tuned materials, and under optimized conditions this process results in mechanical properties similar to spider dragline silk. In this study, we develop the foundation for the engineering of biomimetic recombinant hagfish thread keratin (TK)-based materials. The two protein constituents from the hagfish Eptatretus stoutii thread, named EsTKα and EsTKγ, were expressed in Escherichia coli and purified. Individual (rec)EsTKs and mixtures thereof were subjected to stepwise dialysis to evaluate their protein solubility, folding, and self-assembly propensities. Conditions were identified that resulted in the self-assembly of coiled-coil rich IF-like filaments, as determined by circular dichroism (CD) and transmission electron microscopy (TEM). Rheology experiments indicated that the concentrated filaments assembled into gel-like networks exhibiting a rheological response reminiscent to that of IFs. Notably, the self-assembled filaments underwent an α-helical coiled-coil to β-sheet transition when subjected to oscillatory shear, thus mimicking the critical characteristic responsible for mechanical strengthening of native hagfish threads. We propose that our data establish the foundation to create robust and tunable recombinant TK-based materials whose mechanical properties are controlled by a strain-induced α-helical coiled-coil to β-sheet transition.