DNA can be self-assembled into programmable two-dimensional and three-dimensional nanoarchitectures with arbitrarily predetermined sizes and shapes. Because of the addressable arbitrary size and shape, great capacity of cargo loading, ability to be internalized by cells, the stability of structures under physiological conditions and excellent biocompatibility, the pristine DNA nanostructures are explored as drug vehicles in drug delivery. In addition, DNA block copolymer and DNADendron hybrid, as new building blocks, can be self-assembled into different kinds of ordered structures, e.g., nanofibers, spherical micelles, and vesicles, in aqueous solution. Recent studies have shown that some of these nanostructures could easily enter cells with excellent cell uptake efficiency. Herein, this review will mainly introduce the self-assembly behavior of pristine DNA and DNA hybrid materials including DNA block copolymers and DNA-Dendron hybrids, and their application in drug delivery.