A novel type of dynamic vibration absorber (DVA) is proposed, which consists of a tuned mass damper (TMD) and tuned sloshing damper (TSD) connected in series to the structure. The system enables the expensive viscous damping devices (VDDs) associated with traditional TMDs to be omitted from the design. A linearized equivalent mechanical model and a nonlinear multimodal model are developed to investigate the proposed system. A TMD–TSD is nonlinear due to the quadratic damping associated with liquid drag, which ensures the system performance is amplitude-dependent. Simple expressions for the optimal TSD–TMD mass ratio, tuning, and damping ratios are employed to design a TMD–TSD coupled to a single degree-of-freedom (SDOF) structure. Frequency response curves for the structure, TMD, and TSD degrees-of-freedom are created for several excitation amplitudes, and the nonlinear behavior of the system response is evident. The performance of the TMD–TSD is evaluated against traditional TMD and TSD systems—with the same total mass—by computing the effective damping produced by each system. The proposed system is found to provide a superior acceleration reduction performance and superior robustness against changes to the frequency of the primary structure. The proposed system is, therefore, an effective and affordable means to reduce the resonant response of tall buildings.