In this study, we demonstrate a predesigned method for the fabrication of rolling direction controllable asymmetrically constructed cylindrical liquid crystal elastomers (CLCEs). Cylindrical liquid crystal elastomers were fabricated by Michael addition, and the synthesized CLCE prepolymers were then uniaxially stretched with a twisted angle and fixed with UV polymerization. The synthesized asymmetrically constructed CLCEs reveal that the gravity center shifts from the geometric center, showing thermal actuation. The location of the asymmetric gravity center of each of the synthesized CLCEs was estimated. Based on the location of the gravity center, rolling direction control of the synthesized CLCEs was achieved. For one synthesized CLCE, both clockwise and counterclockwise rolling are possible depending on the location of the gravity center when it was placed on a hot plate. The creation of direction controllable cylindrical thermally sensitive LCE actuators is a novel skill, which opens a new avenue for the fabrication of smart functional materials.