Chemotherapy-induced immunogenic cell death (ICD) may offer a strategy to improve the effect of the therapeutic treatment of triple-negative breast cancer (TNBC) by eliciting broad antitumor immunity. However, chemotherapy shows a limited therapeutic effect because of multi-drug resistance and the immunosuppressive tumor microenvironment (TME) of TNBC. The unique pharmacological actions of sunitinib (SUN) indicate its possible synergies with paclitaxel (PTX) to enhance chemo-immunotherapy for TNBC. Here, we prepared a co-delivery platform composed of poly(styrene-co-maleic anhydride) (SMA) via a self-assembly process for a combination of PTX and SUN, which was able to induce a higher synergistic ICD. The nanomicellar delivery of PTX and SUN loaded at an optimal ratio of 1:5 (PTX:SUN) presented the characteristics of an appropriate particle size, long-term stability, and time sequence release which synergistically promoted the apoptosis of MDA-MB-231 tumor cells. Moreover, we demonstrated that the combination of PTX and SUN could significantly induce a synergistic effect because it promoted an ICD response, improved tumor immunogenicity, and regulated immunosuppressive factors in the TME. Overall, PTX and SUN with synergistic effects entrapped in a self-assembly nano-delivery system could offer the potential for clinical applicationof a combination chemo-immunotherapy strategy to improve the effect of the therapeutic treatment of TNBC.