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Although immuno-oncotherapy in clinic has gained great success, the immunosuppressive tumor microenvironment (TME) existing in the "cold" tumor with insufficient and exhausted lymphocytes may result in a lower-than-expected therapeutic efficiency. Therefore, a properly designed synergistic strategy that can effectively turn the "cold" tumor to "hot" should be considered to improve the therapeutic effects of immuno-oncotherapy. Herein, TME-responsive penetrating nanogels (NGs) were developed, which can improve the delivery and penetration of the co-loaded resiquimod (R848) and green tea catechin (EGCG) in tumors by a nano-sized controlled releasing system of the soluble cyclodextrin-drug inclusion complex. Consequently, the NGs effectively promoted the maturation of dendritic cells, stimulated the cytotoxic T lymphocytes (CTLs), and decreased the PD-L1 expression in tumors. The combination of NGs with the OX40 agonist (αOX40) further synergistically enhanced the activation and infiltration of CTLs into the deep tumor and inhibited the suppression effects from the regulatory T cells (Tregs). As a result, an increased ratio of active CTLs to Tregs in tumors (20.66-fold) was achieved with a 91.56% tumor suppression effect, indicating a successful switch of "cold" tumors to "hot" for an immunologically beneficial TME with significantly improved anti-tumor immune therapeutics. This strategy could be tailored to other immuno-oncotherapeutic approaches to solve the urgent efficiency concerns of the checkpoint-based treatment in clinic.