In this work microgel-PVA composite fibres are prepared by means of an electrospinning process using aqueous solutions of poly(vinyl alcohol) (PVA) and poly(N-vinylcaprolactam)-based microgels. The optimal parameters are defined to fabricate homogenous composite fibres in which the microgels are embedded into a PVA matrix. It is demonstrated that the fibres can be physically and chemically crosslinked. The fibre morphology is visualised and its properties investigated by differential scanning calorimetry, DSC, thermo-gravimetric analysis, TGA, and isothermal moisture sorption analysis. The results show that the thermo-sensitive properties of the microgels are retained inside the fibres and that the degree of swelling and the moisture sorption kinetics can be tuned by changing the temperature.