Wearable devices and systems demand multifunctional units with intelligent and integrative functions. Smart fibers with response to external stimuli, such as electrical, thermal, and photonic signals, etc., as well as offering energy storage/conversion are essential units for wearable electronics, but still remain great challenges. Herein, flexible, strong, and self‐cleaning graphene‐aerogel composite fibers, with tunable functions of thermal conversion and storage under multistimuli, are fabricated. The fibers made from porous graphene aerogel/organic phase‐change materials coated with hydrophobic fluorocarbon resin render a wide range of phase transition temperature and enthalpy (0–186 J g−1). The strong and compliant fibers are twisted into yarn and woven into fabrics, showing a self‐clean superhydrophobic surface and excellent multiple responsive properties to external stimuli (electron/photon/thermal) together with reversible energy storage and conversion. Such aerogel‐directed smart fibers promise for broad applications in the next‐generation of wearable systems. A variety of multiresponsive smart fibers with a wide range of tunable phase transition temperatures and enthalpy are produced through impregnation of different types of organic phase‐change materials into graphene aerogel fibers and finished by coating a fluorocarbon resin layer, showing a self‐cleaning superhydrophobic surface and excellent multiple‐responsive properties to external stimuli (electron/photon/thermal) together with reversible energy storage and conversion.