In recent years, in situ chemotherapy mediated by biodegradable polymer platforms has attracted increased attention. Herein, an advanced drug delivery system, combretastatin A-4 (CA4) and docetaxel (DTX)-loaded microsphere embedded in injectable thermosensitive polypeptide hydrogel (i.e., hydrogel-microsphere (Gel-MP) construct), was reported for sequential release of drugs with different mechanisms to treat osteosarcoma synergistically. The Gel-MP construct showed sequential biodegradability and excellent biocompatibility. CA4 was preferentially released from hydrogel with faster degradation to disturb the vascular structure of the tumor and reduce the exchange of nutrients between the tumor and surrounding tissues, which created interstitial space in the tissue for DTX penetration to inhibit tumor cell proliferation. The in vivo treatment with Gel/CA4-MP/DTX efficiently suppressed the growth of mouse K7 osteosarcoma compared to other formulations. More importantly, by systematical study of histopathology and immunohistochemistry, the Gel-MP construct can significantly upregulate antiproliferation effect and reduce toxicity of drugs. Therefore, this injectable and locally sequential delivery system has a bright prospect in clinical application of in situ synergistic chemotherapy.