We analyze the existence and stability of two kinds of self-trapped spatially localized gap modes, gap solitons and truncated nonlinear Bloch waves, in one- and two-dimensional optical or matter-wave media with self-focusing nonlinearity, supported by a combination of linear and nonlinear periodic lattice potentials. The former is found to be stable once placed inside a single well of the nonlinear lattice, it is unstable otherwise. Contrary to the case with constant self-focusing nonlinearity, where the latter solution is always unstable, here, we demonstrate that it nevertheless can be stabilized by the nonlinear lattice since the model under consideration combines the unique properties of both the linear and nonlinear lattices. The practical possibilities for experimental realization of the predicted solutions are also discussed.