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Plug-and-play (PnP) is a non-convex framework that combines ADMM or other proximal algorithms with advanced denoiser priors. Recently, PnP has achieved great empirical success, especially with the integration of deep learning-based denoisers. However, a key problem of PnP based approaches is that they require manual parameter tweaking. It is necessary 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 terminal time. A key 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 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 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 and phase retrieval.