Iron is an essential co‐factor for cellular processes. In the immune system, it can activate macrophages and represents a potential therapeutic for various diseases. To specifically deliver iron to macrophages, iron oxide nanoparticles are embedded in polymeric micelles of reactive polysarcosine‐block‐poly(S‐ethylsulfonyl‐l‐cysteine). Upon surface functionalization via dihydrolipoic acid, iron oxide cores act as crosslinker themselves and undergo chemoselective disulfide bond formation with the surrounding poly(S‐ethylsulfonyl‐l‐cysteine) block, yielding glutathione‐responsive core cross‐linked polymeric micelles (CCPMs). When applied to primary murine and human macrophages, these nanoparticles display preferential uptake, sustained intracellular iron release, and induce a strong inflammatory response. This response is also demonstrated in vivo when nanoparticles are intratracheally administered to wild‐type C57Bl/6N mice. Most importantly, the controlled release concept to deliver iron oxide in redox‐responsive CCPMs induces significantly stronger macrophage activation than any other iron source at identical iron levels (e.g., Feraheme), directing to a new class of immune therapeutics.