A dual-sensitive nanoparticle delivery system was constructed by incorporating an acid sensitive hydrazone linker into thermosensitive nanoparticles (TSNs) for co-encapsulating doxorubicin (DOX) and interferon gamma (IFN gamma) and to realize the co-delivery of chemotherapy and immunotherapy agents against melanoma. DOX, a chemotherapeutic drug, was conjugated to TSNs by a pH-sensitive chemical bond, and IFN gamma, a potent immune-modulator, was absorbed into TSNs through the thermosensitivity and electrostatics of nanoparticles. Consequently, the dual sensitive drug-loaded TSN delivery systems were successfully built and showed an obvious core-shell structure, good encapsulation efficiency of drugs, sustained and sensitive drug release, prolonged circulation time, as well as excellent synergistic antitumor efficiency against B16F10 tumor bearing mice. Moreover, the combinational antitumor immune responses of hydrazone bearing DOX/IFN gamma-TSN (hyd) were strengthened by activating Th1-type CD4(+) T cells, cytotoxic T lymphocytes, and natural killer cells, downregulating the expression levels of immunosuppressive cytokines, such as IL10 and TGF beta, and upregulating the secretion of IL2 and TNF alpha. Taken together, the multifunctional TSNs system provides a promising strategy for multiple drugs co-delivery with distinct properties.