The co-delivery of chemotherapeutic agents and immune modulators to their targets remains to be a great challenge for nanocarriers. Here, we developed a hybrid thermosensitive nanoparticle (TMNP) which could co-deliver paclitaxel-loaded transferrin (PTX@TF) and marimastat-loaded thermosensitive liposomes (MMST/LTSLs) for the dual targeting of cancer cells and the microenvironment. TMNPs could rapidly release the two payloads triggered by the hyperthermia treatment at the site of tumor. The released PTX@TF entered cancer cells via transferrin-receptor-mediated endocytosis and inhibited the survival of tumor cells. MMST was intelligently employed as an immunomodulator to improve immunotherapy by inhibiting matrix metalloproteinases to reduce chemokine degradation and recruit T cells. The TMNPs promoted the tumor infiltration of CD3+ T cells by 2-fold, including memory/effector CD8+ T cells (4.2-fold) and CD4+ (1.7-fold), but not regulatory T cells. Our in vivo anti-tumor experiment suggested that TMNPs possessed the highest tumor growth inhibitory rate (80.86%) compared with the control group. We demonstrated that the nanoplatform could effectively inhibit the growth of tumors and enhance T cell recruitment through the co-delivery of paclitaxel and marimastat, which could be a promising strategy for the combination of chemotherapy and immunotherapy for cancer treatment.