Actuators have wide applications in intelligent robots, deformable textiles, and wearable devices, wherein the fiber‐based coiled linear actuators are particularly advantageous due to their good flexibility, high stress, and strain. However, their performances have been limited by the employed materials, whose microstructures are not easily designed and controlled. This article proposes a new approach of engineered composite yarns for the actuators. It leads to novel solutions to overcome these difficulties by offering wide design options in material properties and device structures. Here, an engineering design of programmable and thermally‐hardening helical composite yarn actuators (HCYAs) with a wide range of operating temperature is exemplified. Polyimide (PI) and polydimethylsiloxane (PDMS) are selected to fabricate HCYAs, achieving tensile actuation of 20.7% under 1.2 MPa from −50 °C to 160 °C and competitive specific work (158.9 J kg‐1, four times of natural muscle). With constant tensile deformation, PI/PDMS HCYA nearly tripled the stress from 20 °C to 100 °C. Moreover, it is surprisingly observed an unusual thermal‐hardening phenomenon that the tensile stiffness of the PI/PDMS HCYAs increases with the rise of temperature. Equipped by electrothermally powered PI/Cu/PDMS HCYAs, robotic hands and pressure‐tunable compressive bandage are demonstrated for their potential applications in robots and wearable devices.