This paper describes a simple system for multi‐agent delivery. The system consists of a biodegradable polymer particle with a hollow interior, together with a hole on its surface that can be completely or partially sealed via thermal annealing. A hydrophobic dye, Nile‐red, entrapped within the shell of hollow particles presents a sustained release behavior while methylene blue, a hydrophilic model agent, encapsulated in the hollow interior shows a fast release manner. The release profiles of the probes can be further independently controlled by encapsulating methylene blue‐loaded polymer nanoparticles, instead of free dye, in the hollow particle with a small hole on its surface.