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The efficacy of immunotherapy was demonstrated to be compromised by reduced immunogenicity of tumor cells and enhanced suppressive properties of the tumor microenvironment in cancer treatment. There is growing evidence that low-dose chemotherapy can modulate the immune system to improve the anti-tumor effects of immunotherapy through multiple mechanisms, including the enhancement of tumor immunogenicity and reversal of the immunosuppressive tumor microenvironment. Here, we fabricated thermosponge nanoparticles (TSNs) for the co-delivery of chemotherapeutic drug paclitaxel (PTX) and immunostimulant interleukin-2 (IL-2) to explore the synergistic anti-tumor effects of chemotherapy and immunotherapy. The distinct temperature-responsive swelling/deswelling character facilitated the effective post-entrapment of cytokine IL-2 in nanoparticles by a facile non-solvent mild incubation method with unaffected bioactivity and favorable pharmacokinetics. PTX and IL-2 co-loaded TSNs exhibited significant inhibition on tumor growth and metastasis, and prolonged overall survival for tumor-bearing mice compared with the corresponding monotherapies. The synergistic effect was evidenced from the remodeled tumor microenvironment in which low-dose chemotherapeutics disrupted the immunosuppressive tumor microenvironment and enhanced tumor immunogenicity, and immunostimulant cytokine promoted the anti-tumor immune response of immune effector cells. The immunochemotherapy mediated by this thermosponge nanoplatform may provide a promising treatment strategy against cancer.Thermosponge nanoparticles co-delivering PTX and IL-2 to tumor, inducing synergistic anti-tumor effects.