Taking advantages of drug delivery system, immunostimulatory and chemotherapeutic agents with different physiochemical properties can be co-delivered to realize synergistic antitumor effect. Here the immunostimulatory cytokine interleukin-2 (IL-2) was firstly adsorbed in doxorubicin (DOX) loaded nanovesicles (NV-DOX_IL-2) with high encapsulation efficiency by a facile solvent free method. After intravenous injection to melanoma bearing mice, NV-DOX_IL-2 can accumulate in tumor and remarkably suppress tumor growth with negligible systemic toxicity. To extend the comprehensive application of this strategy, interferon-γ (IFN-γ) was further introduced to the combinatorial system to develop cytokine cocktails adsorbed NVs. This kind of NVs can significantly inhibit the primary tumor growth and lung metastasis of triple-negative breast cancer. With exploration of underlying mechanism, the cytokine cocktails adsorbed NVs can facilitate maturation of dendritic cells, promote the infiltration and activation of CD8⁺ T lymphocytes and natural killer cells, and increase the recruitment of CD45⁺ immune cells and Ly6G⁺ neutrophils.