The invention discloses a tumor-targeted magnetic hydrogel nanoscale medicine delivery system, a construction method and application thereof. The tumor-targeted magnetic hydrogel nanoscale medicine delivery system is prepared by the following steps of: grafting a hydrogel with temperature and pH sensitivity onto the surfaces of ferroferric oxide nanoparticles to form a magnetic hydrogel carrier by a photochemical immobilization method, grafting tumor necrosis factor-alpha, interferon-gamma and a targeted molecular ligand, namely folic acid on the surface of the magnetic hydrogel carrier, and absorbing adriamycin. The system can deliver an antitumor medicine to the periphery of tumor cells by utilizing active targeting, the tumor necrosis factor-alpha, the interferon-gamma and a tumor cellsurface receptor are combined and used for inducing the programmed death of the tumor cells, and the antitumor medicine, namely the adriamycin enters the cells along with the carrier and then is released. Through the experiment, the medicine delivery system has a negligible toxic or side effect, and efficiently inhibits the growth of cancer cells through the coaction mechanism of the tumor necrosis factor-alpha, the interferon-gamma and the antitumor medicine, namely the adriamycin inside and outside the tumor cells.