Nucleic acids are recognized as the blueprints of life and the repositories of genetic information, which play essential roles in the "central dogma of molecular biology". As classical and specific nucleic acids, apart from carrying genetic information, functional nucleic acids (FNAs) perform many intriguing functions such as targeted recognition, therapy and enzymatic catalysis. FNAs with excellent biocompatibility provide great promise for future applications in bioanalysis, material science, and nanotechnology. Nevertheless, effective delivery of FNAs to the targeted location still suffers from one or more challenges, especially in the field of biomedicine. Encouragingly, DNA nanotechnology shows great potential for applications in bioimaging, biosensing, and molecules delivery. Importantly, it provides an unprecedented opportunity to design and synthesize a series of self-assembled DNA nanostructures with well-defined size, shape, surface chemistry, and function. Through Watson-Crick base-pairing rules, FNAs, including aptamers, DNAzymes, small interfere RNA (siRNA), antisense oligonucleotides (ASOs), and unmethylated cytosine-phosphate-guanine dinucleotide oligonucleotides (CpG ODNS), are successfully decorated with self-assembled DNA nanostructures for delivery. In this progress report, we focus on self-assembled DNA nanostructures-based nanocarriers to deliver FNAs for applications in cellular analysis and cancer theranostics. First, we briefly summarize the superior properties of the prospective nanocarriers and introduce the self-assembled DNA nanostructures. Then we mainly highlight the most recent achievements of self-assembled DNA nanostructures as comers for the delivery of FNAs. Finally, this review points to some of the current challenges in the applications of self-assembled DNA nanostructures as FNAs nanocarriers and provides an insight into the future perspectives of self-assembled DNA nanostructures-based nanocarriers for FNAs delivery.