Chemo-immunotherapy using the nanotechnology has shown great potential for cancer therapy in clinic. However, uncontrolled transportations and synergistic responses remain challenges. Here, we developed a self-assembled selenopeptide nanoparticle that strengthened the tumor chemoimmunotherapy through the activation of natural killer (NK) cells by the oxidative metabolite of the selenopeptide. With advantages of the enzyme-induced size-reduction and the reactive oxygen speciesdriven deselenization, this selenopeptide was able to deliver the therapeutics, e.g., doxorubicin (DOX) to solid tumors and further activate the NK cells in a programmed manner. Importantly, in vitro and in vivo results proved the mutual promotion between the DOX-induced chemotherapy and the selenopeptide-induced immunotherapy, which synergistically contributed to the improved anti-tumor efficacy. It is anticipated that the selenopeptide may provide a type of promising stimuli-responsive immune modulator for versatile biomedical applications.