The encapsulation and delivery of short interfering RNA (siRNA) has been realized using lipid nanoparticles, cationic complexes, inorganic nanoparticles, RNA nanoparticles and dendrimers. Still, the instability of RNA and the relatively ineffectual encapsulation process of siRNA remain critical issues towards the clinical translation of RNA as a therapeutic. Here we report the synthesis of a delivery vehicle that combines carrier and cargo: RNA interference (RNAi) polymers that self-assemble into nanoscale pleated sheets of hairpin RNA, which in turn form sponge-like microspheres. The RNAi-microsponges consist entirely of cleavable RNA strands, and are processed by the cell's RNA machinery to convert the stable hairpin RNA to siRNA only after cellular uptake, thus inherently providing protection for siRNA during delivery and transport to the cytoplasm. More than half a million copies of siRNA can be delivered to a cell with the uptake of a single RNAi-microsponge. The approach could lead to novel therapeutic routes for siRNA delivery.