Based on their structural similarity to natural nucleobases, nucleoside analogue therapeutics were integrated into DNA strands through conventional solid‐phase synthesis. By elaborately designing their sequences, floxuridine‐integrated DNA strands were synthesized and self‐assembled into well‐defined DNA polyhedra with definite drug‐loading ratios as well as tunable size and morphology. As a novel drug delivery system, these drug‐containing DNA polyhedra could ideally mimic the Trojan Horse to deliver chemotherapeutics into tumor cells and fight against cancer. Both in vitro and in vivo results demonstrate that the DNA Trojan horse with buckyball architecture exhibits superior anticancer capability over the free drug and other formulations. With precise control over the drug‐loading ratio and structure of the nanocarriers, the DNA Trojan horse may play an important role in anticancer treatment and exhibit great potential in translational nanomedicine. DNA Trojan horses: An antitumor nucleoside analogue (floxuridine) is integrated into DNA strands through conventional solid‐phase synthesis. The floxuridine‐integrated DNA oligomers with precise drug‐loading ratios are assembled into DNA polyhedra, which can function as nanoscale Trojan horses to fight against cancer both in vitro and in vivo.