In this study, we present a novel drug self-assembled delivery system (DSDs) with pH and glutathione dual responsiveness to synergistically address the problems of traditional polymer-based carriers, i.e., their low drug loading efficiency, poor biocompatibility and nonbiodegradability. The DSD system with minimum assistant substances was developed from methotrexate (MTX) model drug copolymers and polyethylene glycol (PEG), which gives the system a higher drug loading efficiency and completely avoids the use of toxic carriers. The amphiphilic block copolymers of MTX and PEG are self-assembled into stable micelles such that MTX can be delivered to tumor tissues in vivo and controllable release can be achieved for cancer therapy via the cleavage of the reversible covalent bonds in the copolymer. The micelles overlapped with lysosomes for cellular uptake, and the in vivo distribution was higher in tumor tissues. Biological evaluation and histological analysis confirmed that the DSD micelles were more effective in killing tumor cells than free MTX. In addition, there were fewer side effects in normal tissues. As a result, tumor growth could be effectively inhibited in vivo. The DSDs concept is a perfect emerging strategy to address the problems of traditional polymer-based anticancer drug carriers in a synergetic manner and offers new potential routes of cancer therapy and clinical treatments.