We study the regression of a scalar response $Y$ on a Euclidean predictor $\mathbf{X} \in \mathbb{R}^p$ and a random predictor object $\mathcal{Z}$ in a general metric space under arbitrary structural dependence. We introduce a joint sufficient dimension reduction $(\mathbf{B}^\top\mathbf{X}, \mathcal{G}_Z)$ constructed via a sequential conditional independence framework, which differs fundamentally from the ordinary central subspace of $Y \mid \mathbf{X}$. Methodologically, $\mathcal{Z}$ is embedded into a reproducing kernel Hilbert space, and a regularized kernel-response envelope model extracts a finite-dimensional reduction of the feature map. Partial adaptive estimation then recovers the Euclidean reduction conditional on the first-stage coordinates. We establish root-$n$ consistency rates for the first-stage envelope subspace under a shrinking regularizer, alongside large-sample consistency for the second-stage Euclidean subspace estimator. Simulations and two real-data applications illustrate the utility and flexibility of the proposed method.

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