Self‐assembled compartments from nanoscale components are found in all life forms. Their characteristic dimensions are in 50–1000 nm scale, typically assembled from a variety of bioorganic “building blocks”. Among the various functions that these mesoscale compartments carry out, protection of the content from the environment is central. Finding synthetic pathways to similarly complex and functional particles from technologically friendly inorganic nanoparticles (NPs) is needed for a multitude of biomedical, biochemical, and biotechnological processes. Here, it is shown that FeS2 NPs stabilized by l‐cysteine self‐assemble into multicompartment supraparticles (mSPs). The NPs initially produce ≈55 nm concave assemblies that reconfigure into ≈75 nm closed mSPs with ≈340 interconnected compartments with an average size of ≈5 nm. The intercompartmental partitions and mSP surface are formed primarily from FeS2 and Fe2O3 NPs, respectively. The intermediate formation of cup‐like particles enables encapsulation of biological cargo. This capability is demonstrated by loading mSPs with DNA and subsequent transfection of mammalian cells. Also it is found that the temperature stability of the DNA cargo is enhanced compared to the traditional delivery vehicles. These findings demonstrate that biomimetic compartmentalized particles can be used to successfully encapsulate and enhance temperature stability of the nucleic acid cargo for a variety of bioapplications.