The invention discloses a methoxy polyethylene glycol-polycaprolactone-polyethyleneimine triblock copolymer and application thereof. The methoxy polyethylene glycol-polycaprolactone-polyethyleneimine triblock copolymer with good biocompatibility and degradability can be self-assembled to form nanogranules in aqueous solution to entrap small-molecular chemotherapeutic drug for treating caner, meanwhile, because the formed nanogranules are positively charged, the nanogranules can be efficiently combined with negatively charged small interfering RNA, and deliver the small interfering RNA and the chemotherapeutic drug to cancel cells. The invention has the following advantages that: while delivering the small interfering RNA drug into cells to silence the expression of the oncogene, the triblock copolymer also carries the chemotherapeutic drug greatly lower than the normal dosage into the cancer cells, and thereby the low dosage of chemotherapeutic drug only has an extremely low side effect on the normal cells. The invention can probably avoid the side effect brought about by the high toxicity and low selectivity of clinic chemotherapeutic drug, and meanwhile, the invention increases the treatment efficiency and improves the effect of cancer treatment.