Nanocarriers-derived antitumor therapeutics are often associated with issues of limited tumor penetration and dissatisfactory antitumor efficacies. Some multistage delivery systems have been constructed to address these issues, but they are often accompanied with complicated manufacture processes and undesirable biocompatibility, which hinder their further application in clinical practices. Herein, a novel dual-responsive multi-pocket nanoparticle was conveniently constructed through self-assembly and cross-linking of amphiphilic methoxypolyethylene glycol-lipoic acid (mPEG-LA) conjugates to enhance tumor penetration and antitumor efficacy. The multi-pocket nanoparticles (MPNs) had a relatively large size of ~ 170 nm at physiological pH which results in prolonged blood circulation and enhanced accumulation at the tumor site. But once extravasated into acidic tumor interstices, the increased solubility of PEG led to breakage of the supramolecular nanostructure and dissolution of MPNs to small-sized (< 20 nm) nanoparticles, promoting deep penetration and distribution in tumor tissues. Furthermore, MPNs exhibited not only an excellent stable nanostructure for antitumor doxorubicin (DOX) loading, but rapid dissociation of the nanostructure under an intracellular reductive environment. With the capacity of long blood circulation, deep tumor penetration and fast intracellular drug release, the DOX-loaded multi-pocket nanoparticles demonstrated superior antitumor activities against large 4T1 tumor (~ 250 mm3) bearing mice with reduced side effect. Our facile fabrication of multi-pocket nanoparticles provided a promising way in improving solid tumor penetration and achieving a great therapeutic efficacy.