Plug-and-Play (PnP) is a non-convex framework that combines proximal algorithms, for example alternating direction method of multipliers (ADMM), with advanced denoiser priors. Over the past few years, great empirical success has been obtained by PnP algorithms, especially for the ones integrated with deep learning-based denoisers. However, a crucial issue of PnP approaches is the need of manual parameter tweaking. As it is essential to obtain high-quality results across the high discrepancy in terms of imaging conditions and varying scene content. In this work, we present a tuning-free PnP proximal algorithm, which can automatically determine the internal parameters including the penalty parameter, the denoising strength and the termination time. A core part of our approach is to develop a policy network for automatic search of parameters, which can be effectively learned via mixed model-free and model-based deep reinforcement learning. We demonstrate, through a set of numerical and visual experiments, that the learned policy can customize different parameters for different states, and often more efficient and effective than existing handcrafted criteria. Moreover, we discuss the practical considerations of the plugged denoisers, which together with our learned policy yield to state-of-the-art results. This is prevalent on both linear and nonlinear exemplary inverse imaging problems, and in particular, we show promising results on compressed sensing MRI, sparse-view CT and phase retrieval.