We explore the hardness-intensity correlations observed in several AXPs and SGRs within the framework of a thermally emitting magnetar model. Using our detailed atmosphere models and taking into account reprocessing of the surface emission by the magnetosphere, we show that the hardness of the surface spectra increases with increasing temperature, and hence the changes in the effective temperatures of the outer layers of the star alone can account for the observed correlations. We conclude that the slow release of the heat deposited in the deep crust during a magnetar burst naturally accounts for the spectral changes during the afterglow. The correlations are further enhanced by changes in the structures of the magnetic currents during or following a burst. However, the additional hardening produced by scattering of the surface photons off the magnetospheric charges saturates at moderate values of the scattering optical depth.