Despite current progress in the development of targeted therapies for cancer treatment, there is a lack in convenient therapeutics for colorectal cancer (CRC). Lactoferrin nanoparticles (Lf NPs) are a promising drug delivery system in cancer therapy. However, numerous obstacles impede their oral delivery, including instability against stomach enzymes and premature uptake during passage through the small intestine. Microencapsulation of Lf NPs offer a great solution for these obstacles. It can protect Lf NPs and their drug payloads from degradation in the upper gastrointestinal tract (GIT), reduce burst drug release, and improve the release profile of the encapsulated NPs triggered by stimuli in the colon. Here, we developed nanoparticle-in-microparticle delivery systems (NIMDs) for the oral delivery of docetaxel (DTX) and atorvastatin (ATR). The NPs were obtained by dual conjugation of DTX and ATR into the Lf backbone, which was further microencapsulated into calcium-crosslinked microparticles using polysaccharide-protein hybrid copolymers. The NIMDs showed no detectable drug release in the upper GIT compared to NPs. Furthermore, sustained release of the NPs from the NIMDs in rat cecal content was observed. Moreover, the in vivo study demonstrated the superiority of the NIMDs over NPs in CRC treatment by suppressing p-AKT, p-ERK1/2, and NF-κB. This study provides the proof of concept for using NIMDs to enhance the effect of protein NPs in CRC treatment.