The aim of this review is to highlight some of the challenges in designing thermally responsive nanoparticles, where the responsivity is endowed by a responsive polymeric corona. A review of the literature reveals many contradictory observations upon heating these particles through their transition temperature. Indeed, both an increase in size due to aggregation and particle shrinkage have been reported for apparently similar materials. Furthermore, careful review of the literature shows that responsive nanoparticles do not have the same transition temperature or properties as their constituent polymers. These observations raise serious questions as to how to achieve the rational design of a responsive particle with a predictable and reproducible response. Here we highlight specific cases where conflicting results have been observed for spherical particles and put these results into the context of flat-surface grafted polymer brushes to explain the behaviour in terms of grafting density, curvature, chain end effects and the role of the underlying substrate. A better understanding of these observations should lead to the improved design of nanoparticles with real function and applications.