The Chinese traditional medicine Shikonin is an ideal drug due to its multiple targets to tumor cells. But in clinics, improving its aqueous solubility and tumor accumulation is still a challenge. Herein, a copolymer with tunable poly(N-isopropylacrymaide) and polylactic acid block lengths is designed, synthesized, and characterized in nuclear magnetic resonance. The corresponding thermosensitive nanomicelle (TN) with well-defined core-shell structure is then assembled in an aqueous solution. For promoting the therapeutic index, the physical-chemistry properties of TNs including narrow size, low critical micellar concentration, high serum stability, tunable volume phase transition temperature (VPTT), high drug-loading capacity, and temperature-controlled drug release are systematically investigated and regulated through the fine self-assembly. The shikonin is then entrapped in a degradable inner core resulting in a shikonin-loaded thermosensitive nanomicelle (STN) with a VPTT of ~40°C. Compared with small-molecular shikonin, the in vitro cellular internalization and cytotoxicity of STN against breast cancer cells (Michigan Cancer Foundation-7) are obviously enhanced. In addition, the therapeutic effect is further enhanced by the programmed cell death (PCD) specifically evoked by shikonin. Interestingly, both the proliferation inhibition and PCD are synergistically promoted as T > VPTT, namely the temperature-regulated passive targeting. Consequently, as intravenous injection is administered to the BALB/c nude mice bearing breast cancer, the intratumor accumulation of STNs is significantly increased as T > VPTT, which is regulated by the in-house developed heating device. The in vivo antitumor assays against breast cancer further confirm the synergistically enhanced therapeutic efficiency. The findings of this study indicate that STN is a potential effective nanoformulation in clinical cancer therapy.