Biomaterials with suitable osteoimmunomodulation properties and ability to deliver osteoinductive biomolecules, such as bone morphogenetic proteins, are desired for bone regeneration. Herein, we report the development of mesoporous silica rods with large cone-shaped pores (MSR-CP) to load and deliver large protein drugs. It is noted that those cone-shaped pores on the surface modulated the immune response and reduced the pro-inflammatory reaction of stimulated macrophage. Furthermore, bone morphogenetic proteins 2 (BMP-2) loaded MSR-CP facilitated osteogenic differentiation and promoted osteogenesis of bone marrow stromal cells. In vivo tests confirmed BMP-2 loaded MSR-CP improved the bone regeneration performance. This study provides a potential strategy for the design of drug delivery systems for bone regeneration.