Developing devices emphasizing safety protection is becoming increasingly important due to the widespread occurrence of impact damage and thermal hazards. Herein, the F-SSG/TPU-based circular cavity structure (FC) is developed through a convenient and efficient template method, which can effectively achieve anti-impact and thermal insulation for protection. The flame-retardant shear stiffening gel/thermoplastic urethane (F-SSG/TPU) is synthesized through the dynamic interaction between the SSG, TPU, and modified ammonium polyphosphate (APP@UiO-66-NH 2 ) by thermo-solvent reactions. The developed FC can dissipate the impact force from 4.19 to 0.99 kN at 45 cm impacting heights, indicating good antiimpact performance. Moreover, the thermal insulation test demonstrates that the FC achieves a temperature drop of 76 °C at 160 °C attributed to the unique cavity structure design. Under the continuous shock of high-temperature flame, FC remains intact, and its performance is almost undamaged. These results elaborate that the designed FC can effectively resist various damage, such as high-temperature shock and collision. Then, a wearable wristband integrated with FC is developed which exhibits superior impact resistance and heat insulation properties compared with commercial wristbands. In short, this cavity structure based on high-performance F-SSG/TPU material shows promising potential applications in the protection field.