In this work, aliphatic poly(urethane-amine) (PUA) grafted mesoporous hollow hydroxyapatite (H-HAP) microparticles were prepared via in situ polymerization in supercritical CO₂. Thermal-responsive PUA acted as the on–off gates inside the mesoporous H-HAP due to the stretch and shrinkage of the PUA polymer chains at different temperatures. The PUA-grafted hollow HAP (PUA-g-H-HAP) microparticles displayed high specific surface area (95 m² g⁻¹) and drug loading efficiency (60%). The in vitro drug release studies indicated that PUA-g-H-HAP microparticles exhibited distinguishable pH- and thermal-dependent drug release properties, and PUA on–off switches enabled the DOX release in a reversible way by simply adjusting the environmental temperature. Moreover, compared to the hollow HAP microparticles having a higher amount of released DOX over the initial 2 h (about 24.4% of total released drug over 24 h) at 37 °C and pH 7.4, PUA-g-H-HAP microparticles displayed a sustained release property with the value of only 10.7% deriving from the blockage of the stretched PUA chains inside the mesoporous H-HAP.