UV‐blocking coatings are necessary to protect materials from photochemical degradation, especially for organic polymers. And self‐healing capacity is necessary to ensure the service time of UV‐blocking coatings. Here, an UV‐blocking coating (denoted as βCD‐TiO2/P(HEMA‐co‐BA)) with self‐healing capacity is prepared successfully by copolymerizing 2‐hydroxyethyl methacrylate (HEMA), butyl acrylate (BA) and functional monomers, inclusion complexes of β‐cyclodextrin (βCD)‐modified TiO2 nanoparticles, and hydroxyethyl methacrylate‐adamantine (HEMA‐Ad). The βCD‐TiO2/P(HEMA‐co‐BA) coating not only shows excellent UV‐blocking property but also enhances mechanical properties and good self‐healing properties. After being damaged, βCD‐TiO2/P(HEMA‐co‐BA) can repair scratches by adding a little water, and the UV‐blocking capacity can be restored completely along with the self‐healing process. Furthermore, the self‐healing process is repeatable at a given place.