A thermo-responsive end-cap based on a retro-Diels-Alder and subsequent furan elimination reaction was developed. It was used to cap poly(ethyl glyoxylate), allowing end-to-end depolymerization upon thermal triggering. Using block copolymers, thermo-responsive micelles and vesicles were prepared and shown to disassemble upon heating. Thermal degradation could also be triggered indirectly by magnetic field hyperthermia after incorporation of iron oxide nanoparticles into the assemblies.