The development of irreversible thermochromic coatings in response to specific temperatures has been challenging due to the difficulty in their stability under ambient conditions. This study presents a method to fabricate temperature-responsive microcapsules with high thermal stability and precise temperature control by shell thickness and alkane mixtures. The microcapsules are prepared via interfacial polymerization using polyurethane as the shell material and dyed alkanes as the indicator liquid. By exploiting the swelling and volatilization of the solvent, the self-limitation nature of interfacial polymerization is overcome, resulting in smooth and dense shell layers with a tunable thickness. The microcapsules encapsulated with dyed alkanes exhibit excellent thermal stability at room temperature. The release temperature is found to be positively correlated to the shell thickness and approaches the boiling point of the alkanes. By incorporating different dyed alkanes with varying boiling points, we achieved precise control over the release temperature is achieved. The microcapsules containing a mixture of dyed heptane and hexadecane (C16) as the core material and those containing dyed C16 as the core material are incorporated into a UV curable coating, respectively. The resulting coatings exhibit rapid and irreversible color changes at specific temperatures of 60, 90, and 120 °C. This study provides a promising strategy for early warning of abnormal temperatures in various applications, including electronic devices, power cables, and lithium batteries.