Small‐molecule ruthenium (Ru) complexes exhibit limitations in terms of nonspecific delivery, rapid metabolism, and low tumor accumulation. Their delivery can be improved through physical encapsulation into nanocarriers via hydrophobic forces, metallophilic interactions, or π–π stacking interactions. However, delivering Ru complexes for efficient therapy is substantially hindered by potential leakage of drugs, low drug‐loading capacity, or batch‐to‐batch variations. Moreover, current metalloprodrug‐based self‐delivery systems necessitate supramolecular interactions, which are unsuitable for Ru complexes because of their octahedral structures. Herein, two self‐assembled molecular Ru drugs, Ru‐3XOEG and Ru‐PEG, are reported. Ru‐3XOEG involves a three‐arm dendritic oligo(ethylene glycol) (OEG), while Ru‐PEG involves a linear poly(ethylene glycol) (PEG) chain. Furthermore, these drugs contain an anticancer Ru moiety and a planar pyrene moiety to render hydrophobic forces and π–π stacking supramolecular interactions. Ru‐3XOEG self‐assembles into large compound micelles. Ru‐PEG self‐assembles into vesicles. These Ru‐containing self‐delivered systems exhibit well‐defined structures, high Ru loading contents, and long circulation in blood without external nanocarriers. Red light irradiation induces the release of Ru‐H2O anticancer agents and the generation of 1O2 to inhibit tumor growth. The presented design of self‐assembled molecular Ru complexes opens avenues for the concept of self‐delivered metalloprodrugs.