We derive a one-parameter family of gauged Skyrme models from Yang-Mills theory on $S^1timesmathbb{R}^3$, in which skyrmions are well-approximated by calorons and monopoles. In particular we study the spherically symmetric solutions to the model with two distinct classes of boundary conditions, and compare them to calorons and monopoles. Calorons interpolate between instantons and monopoles in certain limits, and we observe similar behaviour in the constructed gauged Skyrme model in the weak and strong coupling limits. This comparison of calorons, monopoles, and skyrmions may be a way to further understand the apparent relationships between skyrmions and monopoles on $mathbb{R}^3$.