Inspired by the thermal treatment of metals, we design colloidal counterparts confined in microcapsules that show cooling-rate-dependent crystallization behavior. Thermo-responsive colloids are highly concentrated in microcapsules to make colloidal crystals. The crystals melt upon heating and particles recrystallize upon cooling with reversible change in volume fraction. Crystallization strongly depends on cooling rate, similar to metals. For slow cooling, large single crystalline grains grow from the inner wall of microcapsules by heterogeneous nucleation and merging. In contrast, fast cooling causes both homogeneous and heterogeneous nucleation, resulting in small crystallites with random orientations in the inner volume. Originated from Bragg diffraction, slow-cooled microcapsules display bright and orientation-dependent structural colors and fast-cooled microcapsules show axisymmetric, rotation-independent color patterns. Color brightness, reflectance, and thickness of crystalline grains decrease with the cooling rate. The microcapsules record the cooling rate in their internal structure and report optical signals, potentially serving as microsensors for thermal history.