Multi‐component deoxyribozymes (MNAzymes) have shown extraordinary potential in precise gene therapy in vitro, however, the in vivo application is limited by complicated delivery systems. Herein, a novel DNA‐metal binding mechanism is discovered, and metal‐nucleic acid frameworks (MNFs) are built composed of MNAzymes and metal ions, which enable the carrier‐free self‐delivery of MNAzymes. Metal ions have a high affinity to DNA, however, the binding of metals with DNA at 20–30 base pair long (that normally a MNAzyme has) to form MNF structure is challenged by stringent high‐temperature synthesis conditions, poor stability of the products, and lack of targeting capabilities. While, it is discovered that through folding and entanglement of the MNAzyme with an aptamer tail, and prolonging the sequence to 71 base pair, the metal MNAzymes binding is significantly improved and stabilized to MNF structure even at room temperature. Moreover, the aptamer tail also endows MNFs with targeting capabilities. As proof of concept, a carrier‐free Ca/MNAzyme delivery system at room temperature, loaded with the model imaging protein BSA‐Cy5 is synthesized. This system can effectively target Her‐2 positive gastric cancer cells with the Her‐2 responsive aptamer tail and initiate dual gene regulation, thereby inducing energy depletion in cancer cells.