Holographic memory is expected to become a high-capacity data storage. Magnetic volumetric holograms are rewritable holograms that are recorded as magnetization directions through thermomagnetic recording. However, the effective depth of magnetic holograms is limited by thermal diffusion that causes merging of magnetic fringes. In this study, we propose the insertion of heat-sink layers (HSLs) for retaining well-defined magnetic fringes during volumetric writing. Magnetophotonic microcavity media were used for demonstrating the HSL effect, and the structural design principle was established in numerical calculations. The results indicate that deep and clear magnetic fringes and an improvement in the diffraction efficiency can be achieved by the insertion of HSLs.