Doxorubicin (Dox) is a promising anticancer chemotherapeutic, which has been widely investigated in osteosarcoma (OS) treatment. However, there are several disadvantages regarding its clinical use. Specifically, Dox has low specificity toward cancer cells, which can lead to serious side effects. In addition, cancer cells can develop resistance toward Dox, reducing its therapeutic efficiency. Combination therapy (CT) facilitated by nanoparticle delivery systems is a promising strategy to overcome these drawbacks. In this study, we investigated the effectiveness of Dox and selenium (Se) CT using mesoporous silica nanoparticles (MSN) coated with hyaluronic acid (HA) as drug carriers. We hypothesized that combining Se as a second agent can increase Dox anti-OS effectiveness and that MSN can be used to facilitate dual drug delivery. In our system, HA was used as a gatekeeper to control the intracellular release of Se/Dox by means of its pH-responsive degradation. CT therapy using MSNs coated with HA led to a higher OS inhibitory efficiency in vitro compared to MSNs carrying either Se or Dox alone. This study demonstrates that using MSNs for the dual delivery of Se and Dox is a promising method for OS therapy.