Thermochromic (TC) printing inks change their colouration as a response to a change in temperature. This ability renders them attractive for various applications such as smart packaging, security printing, and marketing, but their application is limited due to their low UV stability, i.e., loss of their thermochromic effect when exposed to UV radiation. In order to improve the UV stability of TC prints, one offset TC printing ink was printed and coated with nanomodified polycaprolactone (PCL) coating. The coating was prepared with the incorporation of 1%, 2%, and 3% mass ratios of ZnO and TiO2 nanoparticles in the PCL matrix. The prepared nanocomposite coatings were applied onto the TC print and exposed to UV radiation; afterwards, they were characterized by the colour properties of prints, SEM microscopy, FTIR, and fluorescence spectroscopy. SEM microscopy, FTIR, and fluorescence spectroscopy showed higher rates of polymer degradation, and the results of colour stability indicated that 3% TiO2 in PCL matrix gave the best UV stability and protection of TC prints.