The colloidosome, as a kind of Pickering microcapsule, offers a highly functionalizable approach for encapsulation, but current studies mainly focus on shells that lack real‐time modulated permeability. Herein, a scalable spray drying method was employed to fabricate temperature/near‐infrared (NIR)/magnetic multi‐stimuli responsive colloidosomes with adjustable permeability, facilitating intelligent transmembrane transport of molecules. The colloidosomes assembled with SiO2/polydopamine/poly (N‐isopropyl acrylamide) nanoparticles can be heated from 25°C to 50°C within 5 min upon NIR exposure. The permeability of shells regulated by temperature and NIR allows for real‐time remote control. Yeast cells, as an example, are encapsulated within colloidosomes. The decomposition rate of H2O2 varies with temperature (25–45°C) and NIR intensity (0.5–1 W cm−2), which can attain a more than sixfold increase in the rate constant of pseudo‐first‐order kinetic model. Furthermore, the strategy was expanded by encapsulating doxorubicin/UiO‐66 particles, highlighting its great potential in realms of multi‐stimuli responsive colloidosomes applications.