Thermoresponsive materials exhibit an enormous potential for tissue engineering, separation systems, and drug delivery. We investigated the diffusion of laponite clay nanoparticles, which serve as physical cross-linkers to achieve improved material properties in poly(N-isopropylacrylamide) (PNIPAM)-clay composite hydrogels close to the gel point. The networks are formed through physical interactions between PNIPAM chains and clay nanoparticles after these two components are mixed. In contrast to previous studies, a covalent labeling strategy was chosen to minimize the amount of free dyes in solution. Single-particle tracking of the labeled clay nanoparticles showed that their diffusion is anomalous at all temperatures used in this study, reflecting the viscoelastic behavior as a cross-linker. Stepwise heating from 24 to 38 °C resulted in a slight increase of the diffusion coefficient and the anomality parameter α up to the volume phase transition temperature of ca. 31 °C, which was followed by a significant drop of both parameters, reflecting strongly hindered motion of the collapsed nanoparticle aggregates.