Self-shaping hydrogels have received increasing attention due to their promising applications in soft robotics and biomedical fields. Here we report the fabrication of photo- and thermo-responsive composite hydrogels with heterogeneous structures and corresponding programmed deformations under stimulation. These composite gels were developed by photolithographic polymerization to form patterned non-responsive polyacrylamide gels and then thermal polymerization to form responsive poly(N-isopropyl acrylamide) gels containing photo-thermal agents in the interspace between the preformed non-responsive gels. Upon heating or near-infrared (NIR) light irradiation, the composite hydrogels with heterogeneous structures showed programmed bending, folding, and twisting deformations. Localized actuation or step-wise deformations were achieved by selective or sequential irradiations of NIR light on the specific regions of the composite hydrogels. This strategy should be suitable for other photo-responsive hydrogels with potential applications in diverse fields.