A lack of sufficient tumor penetration and low delivery efficiency are the main reasons for the limited clinical applications of nanocarriers in cancer treatment. Tumor microenvironment responsive drug delivery systems have been attracting great interest in cancer therapy as the desired drug release can be achieved in the disease sites for optimal treatment efficiency. In this work, we developed a biodegradable nanohybrid drug delivery system with pH/redox/enzymatic sensitivity by the simple assembly of bovine serum albumin nano-units (about 5 nm) onto graphene oxide nanosheets in the presence of a naturally originating protein (gelatin). The nanoparticles can maintain a constant size under physiological conditions, while releasing 5 nm nano-units containing the drug upon triggering by the environment-mimicking protease highly expressed in the tumor microenvironment. Furthermore, after reaching the tumor tissue, the acidic, reductive, and enzymatic microenvironments turned on the switch for DOX release, and the combination of chemotherapy and photothermal therapy was achieved under the trigger of near-infrared light. The nanosystems have the potential to improve the penetration ability through the depth of the tumor tissue to enhance drug intracellular delivery and antitumor bioactivity.