CpG is a widely used adjuvant that enhances the cellular immune response by entering antigen-presenting cells and binding with receptors. The traditional physical mixing of the antigen and CpG adjuvant results in a low adjuvant utilization rate. Considering the efficient delivery capacity of nanovaccines, we developed an attractive strategy to covalently load CpG onto the nanovaccine, which realized the co-delivery of both CpG and the antigen. Briefly, the azide-modified CpG was conjugated to a bioconjugate nanovaccine (NP-OPS) against Shigella flexneri through a simple two-step reaction. After characterization of the novel vaccine (NP-OPS-CpG), a series of in vitro and in vivo experiments were performed, including in vivo imaging, lymph node sectioning, and dendritic cell stimulation, and the results showed that more CpG reached the lymph nodes after covalent coupling. Subsequent flow cytometry analysis of lymph nodes from immunized mice showed that the cellular immune response was greatly promoted by the nanovaccine coupled with CpG. Moreover, by analyzing the antibody subtypes of immunized mice, NP-OPS-CpG was found to further promote a Th1-biased immune response. Thus, we developed an attractive method to load CpG on a nanovaccine that is simple, convenient, and is especially suitable for immune enhancement of vaccines against intracellular bacteria.