Thermo-adaptive materials exhibit transformative structures/properties in response to an external thermal stimulus and thus are very promising for many industrial applications. In this paper, we present a new strategy to develop a thermo-adaptive material using polymer-coated graphene sheets. Nanocomposite platelets were fabricated through multilayer deposition, laser patterning, and lift-off. The resultant micro-platelets rolled up to a microtube structure after they were released from the substrate. They can evolve from a tube to a flat plain sheet structure under heating, and can also roll up to a tube again under cooling. Both experimental and modeling results indicated that the geometrical evolution under a thermal stimulus was significantly dependent on the structure and morphology of the graphene/polymer nanocomposites. The reversible geometric evolution demonstrates a great potential for drug delivery, sensors, and other functional devices.