The development of effective anti-cancer therapeutics remains one of the current pharmaceutical challenges. The joint delivery of chemotherapeutic agents and biopharmaceuticals is a cutting-edge approach to creating therapeutic agents of enhanced efficacy. In this study, amphiphilic polypeptide delivery systems capable of loading both hydrophobic drug and small interfering RNA (siRNA) were developed. The synthesis of amphiphilic polypeptides included two steps: (i) synthesis of poly-αl-lysine by ring-opening polymerization and (ii) its post-polymerization modification with hydrophobic l-amino acid and l-arginine/l-histidine. The obtained polymers were used for the preparation of single and dual delivery systems of PTX and short double-stranded nucleic acid. The obtained double component systems were quite compact and had a hydrodynamic diameter in the range of 90–200 nm depending on the polypeptide. The release of PTX from the formulations was studied, and the release profiles were approximated using a number of mathematical dissolution models to establish the most probable release mechanism. A determination of the cytotoxicity in normal (HEK 293T) and cancer (HeLa and A549) cells revealed the higher toxicity of the polypeptide particles to cancer cells. The separate evaluation of the biological activity of PTX and anti-GFP siRNA formulations testified the inhibitory efficiency of PTX formulations based on all polypeptides (IC50 4.5–6.2 ng/mL), while gene silencing was effective only for the Tyr-Arg-containing polypeptide (56–70% GFP knockdown).