Acute myeloid leukemia (AML) continues to represent a substantial unmet therapeutic need in clinical practice. In recent years, peptide–drug conjugates and small interfering RNA (siRNA) drugs have gained considerable attention due to their impressive clinical progress in treating various diseases. In this study, we designed a carrier-free “3-in-1” peptide–daunorubicin–siRNA (PDR) nanoassembly, which combines a cell-penetrating and tumor-suppressing peptide, a daunorubicin (DNR) prodrug, and siRNA targeting the LILRB4 gene. After optimizing the molar ratio among peptide, DNR prodrug, and siRNA, we identified the most potent PDR formulation, which exhibited excellent intracellular uptake efficiency, primarily through caveolin-mediated endocytosis, in THP-1 cells. The pH-responsive bond in the DNR prodrug facilitated the endosomal escape of siRNA, leading to significant gene repression of LILRB4. Additionally, the tumor-suppressing peptide p16 MIS effectively inhibited the transition of cells from the S phase to the G2/M phase and induced apoptosis. In a leukemia mouse model, PDR efficiently suppressed leukemia cell invasion, prolonged survival, and reduced leukemia cell infiltration in the bone marrow. Notably, silencing LILRB4 not only promoted T cell maturation in spleen and lymph nodes but also enhanced T cell infiltration in tumor tissues. This study offered a highly promising therapeutic strategy for AML and other diseases.