The invention discloses a drug-loaded hybrid nanoparticle. A preparation method of the drug-loaded hybrid nanoparticle comprises the following steps of (1) preparing an azide triacetone compound, (2) preparing propargylamine modified heparin sodium, (3) grafting propargylamine modified heparin sodium into the azide triacetone compound, and (4) preparing the drug-loaded hybrid nanoparticle. According to the drug-loaded hybrid nanoparticle, natural polymer heparin serves as a framework material of the nanoparticle, and consists of the drug-loaded hybrid nanoparticle which has good biosafety and is prepared by a specific preparation process; the particle size of the drug-loaded hybrid nanoparticle is within an EPR (enhanced permeability and retention) effect range; passive targeting can be realized; and high-selectivity rapid drug release of the nanoparticle in a tumor cell can be realized by the responsivity in an overheating environment. Therefore, the prepared drug-loaded hybrid nanoparticle has the characteristics of good biocompatibility, high safety, no toxic or side effect and the like.