We report here an amphiphilic twin drug strategy directly using small molecular hydrophilic and hydrophobic anticancer drugs to self-assemble into nanoparticles with a high and fixed drug content, which can solve problems of anticancer drug delivery including poor water solubility, low therapeutic indices, and severe side effects. The twin drug has been prepared by the esterification of the hydrophilic anticancer drug floxuridine (FdU) with the hydrophobic anticancer drug bendamustine (BdM). Due to its inherent amphiphilicity, the FdU-BdM twin drug can self-assemble into stable and well-defined nanoparticles. After FdU-BdM twin drug enters into cells, the ester linkage between hydrophilic and hydrophobic drugs is readily cleaved by hydrolysis to release free FdU and BdM. Since both FdU and BdM can kill cancer cells, the FdU-BdM twin drug nanoparticles can overcome the multidrug resistance (MDR) of tumor cells and present an excellent anticancer activity. This strategy can be extended to other hydrophilic and hydrophobic anticancer drugs to synthesize amphiphilic twin drugs which can form nanoparticles to self-deliver drugs for cancer therapy.