A novel strategy was purposed to sustainedly deliver drug-loaded nanoparticles (NPs) to tumor sites and further enhance intracellular drug release. NPs with the ability of sequential self-gelation and self-release in response to a tumor-specific microenvironment were developed, which involved the conjugation of doxorubicin (DOX) on a thermosensitive amphiphilic copolymer (poly(ε-caprolactone)-b-poly(ethylene glycol)-b-poly(ε-caprolactone), PCEC) via acid-cleavable hydrazone linkages. The conjugate (PCEC-co-DOX) can self-assemble into micelle-like NPs in water. Moreover, the freeze-dried PCEC-co-DOX NP powder with good dispersibility in water can easily be constructed into an injectable NP aqueous dispersion at ambient temperature, making it convenient for storage and clinical applications. After injection, the dispersion can in situ thermosensitively self-gelate, anchoring large amounts of NPs at the tumor site. Subsequently, the formed NP self-supported gel can sustainedly release NPs themselves in an acidic tumor microenvironment. The released DOX-co-PCEC NPs were taken up by tumor cells and finally realized in intracellular drug release by the acid-triggered cleavage of the hydrazone bond. Compared with the repeated injection of free DOX, a single peritumoral injection of DOX-co-PCEC NP aqueous dispersion achieved a similar tumor inhibition effect but exhibited lower systemic toxicity. In vivo biodistribution studies indicated that DOX delivered by the DOX-co-PCEC NP hydrogel accumulated mainly in tumor tissue rather than in healthy tissue in mice treated with a single peritumoral injection. These results suggest that the design presented here provides a promising nanomedicine platform for cancer therapy.