A temperature, glutathione (GSH), and H2O2 multi-responsive composite nanocarrier (MSN-SS-Fc@β-CD-PNIPAM) based on β-cyclodextrin-poly(N-isopropylacrylamide) (β-CD-PNIPAM) star polymer capped ferrocene modified mesoporous silica nanoparticles (MSN-SS-Fc) was successfully prepared. The surface of the mesoporous silica was first modified by ferrocene (Fc) via a disulfide bond (–SS–) to form an oxidizing and reducing site and then complexed with a β-CD-PNIPAM star shaped polymer through host–guest interactions as a nano-valve to provide temperature responsive characteristics. The structure and properties of the complex nanoparticles were studied by FTIR, TGA, EDS, Zeta potential, and elemental analysis. Doxorubicin (DOX) and Naproxen (NAP), as model drugs, were loaded into nanocarriers to assess drug loading and release behaviour. The release of drugs from nanocarriers was enhanced with an increase of the GSH, H2O2 concentration, or temperatures of the solution. The kinetics of the release process were studied using different models. This nanocarrier presents successful multi-stimuli responsive drug delivery in optimal stimuli and provides potential applications for clinical treatment.