A novel self-assembled nanogel was prepared for the intracellular delivery of ribonuclease A (RNase A) and the anti-cancer efficacy of RNase A delivery was investigated. The physical properties of self-assembled heparin-Pluronic (HP) nanogels incorporating RNase A (HPR nanogels) were characterized by dynamic light scattering (DLS), ξ-potential, and transmission electron microscopy (TEM). RNase A showed a strong affinity for the HP nanogel, resulting in a high loading efficiency (>78%) and significantly decreased hydrodynamic size (from 89 to ~29). HPR nanogels were efficiently internalized into HeLa cells and localized in the cytosol as well as the nucleus. In the mechanism study of cellular uptake, treating with methoxy β-cyclodextrin (Mβ-CD) decreased the uptake efficiency of HP nanogel, indicating that internalization occurs via caveolae/lipid-raft mediated endocytosis. Localization in the nucleus most likely occurred because the conjugated heparin facilitated nucleus penetration. The cytotoxicity of HPR nanogels was significantly increased when the RNase A concentration was increased, which resulted from the degradation of single stranded RNAs in the cytosol and the nucleus due to the intracellular localization of the HPR nanogels. These results demonstrate that self-assembled HP nanogels are a remarkable vehicle for intracellular protein delivery and hold promise for use as cancer chemotherapeutics.