Sonodynamic therapy (SDT) is a novel promising noninvasive therapy involving utilization of low‐intensity ultrasound and sonosensitizer, which can generate reactive oxygen species (ROS) by sonication. In SDT, a high therapeutic effect is achieved by intracellular delivery and accumulation at the target sites of sonosensitizer followed by oxidative damage of produced ROS by sonication. Here, pH‐ and redox‐responsive hollow nanocapsules are prepared through the introduction of disulfide cross‐linkages to self‐assembled polymer vesicles formed from polyamidoamine dendron‐poly(l‐lysine) for the efficient delivery of sonosensitizer. As sonosensitizer, doxorubicin (DOX), an anticancer drug accumulating into cell nucleus, is selected. Also, the conjugate of DOX and triphenylphosphonium (TPP‐DOX) is synthesized as sonosensitizer with mitochondrial targeting ability. DOX and TPP‐DOX are delivered to nucleus and mitochondria by nanocapsules. Furthermore, DOX‐ or TPP‐DOX‐loaded nanocapsules exhibit in vitro sonodynamic therapeutic effect to HeLa cells with sonication, which might be through oxidative damage to nucleus and mitochondria.