Chemo-immunotherapy shows promising antitumor therapeutic outcomes for many primary cancers. Research in this area has been focusing on developing an ideal formula that enables the potent efficacy of chemo-immunotherapy in combating various cancers with reduced systemic toxicity. Herein, we present novel hierarchical hydrogel microparticles (MDDP) delivering oxaliplatin and NLG919 nanoprodrugs for local chemo-immunotherapy with desired features. The oxaliplatin prodrug and NLG919 were efficiently loaded in the dual-drug polymeric nanoparticles (DDP NPs), which were further encapsulated into a MDDP by using microfluidic technology. When delivered to the tumor site, the DDP NPs will be sustainedly released from the MDDP and retained locally to reduce systemic toxicity. After being endocytosed by cancer cells, the cytotoxic oxaliplatin and NLG919 could be successfully triggered to release from DDP NPs in a chain-shattering manner, leading to the immunogenic cell death (ICD) of tumor cells and the suppression of intratumoral immunosuppressive Tregs, respectively. With the assistance of an immune modulator, the chemotherapeutics-induced ICD could trigger robust systemic antitumor immune responses, presenting superior synergistic antitumor efficacies. Thus, the hierarchical microparticles could substantially inhibit the growth of mouse subcutaneous colorectal tumors, breast tumors, and colorectal tumors with large initial sizes via synergized chemo-immunotherapy, showing great potential in the practical clinical application of oncotherapy.