A novel tunable whispering gallery modes (WGMs) resonator based on a nematic liquid crystal (LC)-filled capillary and magnetic nanoparticles (MNPs)-coated tapered fiber has been proposed and experimentally demonstrated. Thermo-optic tuning of the WGM resonances has been demonstrated by varying optical pump laser power injected into the MNPs-coated fiber half-taper inside the capillary. The tuning mechanism relies on the change of the effective refractive index (RI) of the nematic LC, caused by the photo-thermal effect of MNPs on the surface of the fiber half-taper inducing a temperature change inside the capillary. Tuning of the WGM resonances with sensitivities of 101.5 ± 3.5 pm/mW and 146.5 ± 3.5 pm/mW and tuning ranges of 1.96 nm and 3.28 nm respectively for the two types of liquid crystals (MLC-7012, MDA-05-2782) has been demonstrated. In addition, the relationship between the optical power of the pump laser and the local temperature of the nematic LC was investigated and the heating rate is estimated as 1.49 °C/mW. The proposed thermo-optic tuning scheme has many potential applications in tunable photonic devices and sensors.