Cell penetrating peptides (CPPs) can potently transport therapeutic molecules to target cells for treatment of a variety of diseases. Thus, their use is critical to improve therapeutic vaccines. Histidine‐rich nona‐arginine (HR9) and primary amphipathic peptide (MPG) showed the ability to transfer DNA into the cells. Moreover, the peptide derived from the C‐terminal of the tumor suppressor protein p14ARF (M918) and arginine‐rich peptide (penetratin) were utilized to deliver polypeptides and proteins into the living cells. In this study, the immunostimulatory properties of HIV‐1 Nef DNA and protein constructs were evaluated using small heat shock protein 20 (sHsp20) and Freund's emulsion as an adjuvant, and four CPPs (HR9, MPG, M918, and penetratin) as a gene or protein carrier in BALB/c mice. Our data indicated that the HR9/DNA, MPG/DNA, M918/protein, and penetratin/protein complexes formed the stable nanoparticles that were effectively delivered in HEK‐293T cell line at certain ratios. Moreover, a heterologous Hsp20‐Nef DNA + MPG prime/rHsp20‐Nef protein+M918 boost regimen significantly elicited higher levels of IgG2a, IgG2b, IFN‐gamma, and Granzyme B directed toward Th1 responses in a long period (3 months) after the last immunization compared to other groups. Furthermore, the effective role of Hsp20 was detected as a natural adjuvant in enhancing immune responses against HIV‐1 Nef antigen. These findings demonstrated that the simultaneous use of M918 and MPG CPPs as protein and gene carriers improves HIV‐1 Nef‐specific B‐ and T‐cell immune responses as a promising approach for development of HIV‐1 monovalent vaccine.