The shape-memory epoxy (SME) mixed with 10 wt % polycaprolactone (PCL) microspheres containing 5% cerium(III) nitrate (Ce(NO3)3) (PCL5Ce) was coated on an aluminum plate 2024-T3 to investigate the self-healing property. The coating was scratched and heated at 80 °C for 30 min to activate the self-healing mechanism and compare with a nonscratched coating. Surface morphology was investigated by scanning electron microscopy. The scratch was completely healed by the PCL5Ce via a thermally assisted self-healing process. Based on electrochemical impedance spectroscopy, the postheated scratched coating had shown impedance values close to the nonscratched coating, which indicated that corrosion resistivity was restored. Ce(NO3)3 content at the scratched area was analyzed by focused ion beam-scanning electron microscopy. The scratch width was healed and filled with Ce(NO3)3. Therefore, PCL5Ce is capable of being used as an enhancing additive for the self-healing performance in SME coating.