Background: CY1-4, 9-nitropyridine [2′,3′:4,5] pyrimido [1,2-α] indole -5,11- dione, is an indoleamine 2,3-dioxygenase (IDO) inhibitor and a poorly water-soluble substance. It is very important to increase the solubility of CY1-4 to improve its bioavailability and therapeutic effect. In this study, the mesoporous silica nano-skeleton carrier material Sylysia was selected as the carrier to load CY1-4, and then the CY1-4 nano-skeleton drug delivery system (MSNM@CY1-4) was prepared by coating the hydrophilic polymer material Hydroxypropyl methylcellulose (HPMC) and the lipid material Distearoylphosphatidyl-ethanolamine-poly(ethylene glycol)2000 (DSPE-PEG2000) to improve the anti-tumor effect of CY1-4. Methods: The solubility and dissolution of MSNM@CY1-4 were investigated, and its bioavailability, anti-tumor efficacy, IDO inhibitory ability and immune mechanism were evaluated in vivo. Results: CY1-4 was loaded in MSNM@CY1-4 in an amorphous form, and MSNM@CY1-4 could significantly improve the solubility (up to about 200 times) and dissolution rate of CY1-4. In vivo studies showed that the oral bioavailability of CY1-4 in 20 mg/kg MSNM@CY1-4 was about 23.9-fold more than that in 50 mg/kg CY1-4 suspension. In B16F10 tumor-bearing mice, MSNM@CY1-4 significantly inhibited tumor growth, prolonged survival time, significantly inhibited IDO activity in blood and tumor tissues, and reduced Tregs in tumor tissues and tumor-draining lymph nodes to improve anti-tumor efficacy. Conclusions: The nano-skeleton drug delivery system (MSNM@CY1-4) constructed in this study is a potential drug delivery platform for improving the anti-tumor effect of oral poorly water-soluble CY1-4.