Diabetes is a chronic metabolic disorder disease characterized by high blood glucose levels and has become one of the most serious threats to human health. In recent decades, a number of insulin delivery systems, including bulk gels, nanogels, and polymeric micelles, have been developed for the treatment of diabetes. Herein, a kind of glucose and H2O2 dual-responsive polymeric nanogel was designed for enhanced glucose-responsive insulin delivery. The polymeric nanogels composed of poly(ethylene glycol) and poly(cyclic phenylboronic ester) (glucose and H2O2 dual-sensitive groups) were synthesized by a one-pot thiol-ene click chemistry approach. The nanogels displayed glucose-responsive release of insulin and the release rate could be promoted by the incorporation of glucose oxidase (GOx), which generated H2O2 at high glucose levels and H2O2 further oxidizes and hydrolyzes the phenylboronic ester group. The nanogels have characteristics of long blood circulation time, a fast response to glucose, and excellent biocompatibility. Moreover, subcutaneous delivery of insulin to diabetic mice with the insulin/GOx-loaded nanogels presented an effective hypoglycemic effect compared to that of injection of insulin or insulin-loaded nanogels. This kind of nanogel would be a promising candidate for the delivery of insulin in the future.