Here, we show that the optical properties of direct-laser-written on-chip hollow-core waveguides—so-called light cages—can be controlled to a very high degree by dielectric nanofilms. Using low-temperature atomic layer deposition (ALD), alumina nanofilms are concentrically deposited on the high-aspect strands that surround the central air core and confine the light via the anti-resonant effect. In accordance with modal cutoff simulations without any free parameters, a linear spectral shift of the resonances with increasing film thickness is experimentally observed. The phenomenon is explained by a shift in the dispersions of cladding supermodes. As neither cage geometry nor polymer is affected by the film deposition, our results suggest ALD to be an essential tool for fine-tuning the properties of hollow-core light cages and to protect them from aggressive substances, being relevant for, e.g., bioanalytics or quantum technology.