The complex physiological environment in bone tissue poses a challenge to the efficient delivery of chemotherapeutic agents for osteosarcoma (OS) treatment; hence, an efficient drug delivery system designed for OS is highly desired. Herein, alendronate (Ale)‐based cationic platinum prodrug nanoparticles (Ale NP) are developed, which exhibit cascade responsiveness to the OS tumor microenvironment. With Ale triggered bone targeting and charge reversal effects, Ale NP demonstrates superior capacity for achieving deep penetration into dense OS tissues. Furthermore, Ale NP can induce dendritic cell (DC) maturation via activation of the cyclic GMP‐AMP synthase‐stimulator of interferon genes (cGAS‐STING) pathway using platinum drugs. The highly potent phenanthridine (Pt(II)) can be released in the presence of overexpressed glutathione (GSH) in tumor cells, thereby achieving dual‐targeted cascade delivery of cationic platinum drugs in OS. Notably, Ale NP not only effectively eliminates the tumor in the internal region of OS but also acts as a potent STING agonist to effectively reverse the suppressive microenvironment of OS. Overall, Ale‐triggered dual‐cascade targeting prodrug nanoparticles significantly improve drug targeting and penetration in OS, hence paving a promising avenue for the clinical treatment of OS.