High humidity in extremely cold weather can undermine the insulation capability of the clothing, imposing serious life risks. Current clothing insulation technologies have inherent deficiencies in terms of insulation efficiency and humidity adaptability. Here, humidity‐stimulated self‐heating clothing using aluminum core–liquid metal shell microparticles (Al@LM‐MPs) as the filler is reported. Al@LM‐MPs exhibit a distinctive capability to react to water molecules in the air to generate heat, exhibiting remarkable sensitivity across a broad temperature range. This ability leads to the creation of intelligent clothing capable of autonomously responding to extreme cold and wet weather conditions, providing both enduring heat retention and insulation capabilities.