Melanoma has been a serious threat to the human health; however, effective therapeutic methods of this cancer are still limited. Combined local therapy is a crucial approach for achieving a superior anti-tumor efficacy. In this paper, a chemo-immunotherapy system of DOX, IL-2 and IFN-γ based on poly(γ-ethyl-L-glutamate)-poly(ethylene glycol)-poly(γ-ethyl-L-glutamate) (PELG-PEG-PELG) hydrogel was developed for local treatment of melanoma xenograft. The drug release process of this system exhibited a short term of burst release (the first 3 days), followed by a long-term sustained release (the following 26 days). The hydrogel degraded completely within 3 weeks without obvious inflammatory responses in the subcutaneous layer of rats, showing a good biodegradability and biocompatibility. The DOX/IL-2/IFN-γ co-loaded hydrogel also showed enhanced anti-tumor effect against B16F10 cells in vitro, through increasing the ratio of cell apoptosis and G2/S phage cycle arrest. Moreover, the combined strategy presented improved therapy efficacy against B16F10 melanoma xenograft without obvious systemic side effects in a nude mice model, which was likely related to both the enhanced tumor cell apoptosis and the increased proliferation of the CD3+/CD4+ T-lymphocytes and CD3+/CD8+ T-lymphocytes. Overall, the strategy of localized co-delivery of DOX/IL-2/IFN-γ using the polypeptide hydrogel provided a promising approach for efficient melanoma therapy.