Thermal-induced shape memory polymers (TSMPs), as a class of stimuli-responsive materials, have drawn much attention because of their specific capacity to fix temporary deformation and sequentially recover to their original shape upon exposure to a thermal stimulus. Herein, the TSMPs consisting of poly(vinylidene fluoride) (PVDF) and poly(methyl methacrylate) (PMMA) were fabricated through different strategies. Firstly, a series of PVDF/PMMA blends were prepared via melt blending. The shape memory performances of the products were found to be dependent on the components. It was explained that the deformation of amorphous chains would determine the shape-fixing ratio (Rf), whereas their irreversible deformation could be restricted by tiny crystals which determined the shape-recovery ratio (Rr). Therefore, achieving balanced Rf and Rr was regarded as a big challenge for melt-blending strategy. Subsequently, these two polymers were alternately assembled through layer-multiplying coextrusion. Benefiting from the multilayered structure, each component was capable of endowing the maximum contribution to the stress transfer. As a result, the multilayered system possessed higher Rf and Rr than the blended one, and these values could be further improved through layer multiplication due to interfacial shearing effect. More significantly, it was substantiated that the shape memory capacity of aforementioned systems would be further strengthened after experiencing several repeated thermo-mechanical cycles. Finally, the optimized structure was revealed and related mechanism was proposed.