All drugs for cancer therapy face several transportation barriers on their tortuous journey to the action sites. To overcome these barriers, an effective drug delivery system for cancer therapy is imperative. Here, we develop a drug self-delivery system for cancer therapy, in which anticancer drugs can be delivered by themselves without any carriers. To demonstrate this unique approach, an amphiphilic drug-drug conjugate (ADDC) has been synthesized from the hydrophilic anticancer drug irinotecan (Ir) and the hydrophobic anticancer drug chlorambucil (Cb) via a hydrolyzable ester linkage. The amphiphilic Ir-Cb conjugate self-assembles into nanoparticles in water and exhibits longer blood retention half-life compared with the free drugs, which facilitates the accumulation of drugs in tumor tissues and promotes their cellular uptake. A benefit of the nanoscale characteristics of the Ir-Cb ADDC nanoparticles is that the multidrug resistance (MDR) of tumor cells can be overcome efficiently. After cellular internalization, the ester bond between hydrophilic and hydrophobic drugs undergoes hydrolysis to release free Ir and Cb, resulting in an excellent anticancer activity in vitro and in vivo.