As one of the most promising drug delivery carriers, self-assembled DNA nanostructures are characterized of well-defined sizes, excellent biocompatibility, high drug loading and ability to control drug release. Studying the interactions between anticancer drugs and DNA nanostructures can help to associate microstructure-drug loading-release rate-therapeutic effect. Herein AS1411 aptamer-tethered DNA nanotrains (AS1411NTrs) were constructed and used as anthracyclines carrier with high payload for targeted delivery. The bindings of doxorubicin (DOX), epirubicin (EPI), and daunorubicin (DAU) to AS1411NTrs were investigated by isothermal titration calorimetry and fluorescence spectroscopy, and thermodynamic parameters were obtained. The high drug payload capacity of AS1411NTrs was verified by the large number of binding sites (∼20). The binding mode was determined by differential scanning calorimetry and potassium iodide (KI) quenching experiments. The release experiment data showed that DNase I facilitated drug release and the release followed the first-order kinetic model. MTT cell viability assay demonstrated that the drug-loaded AS1411NTrs had significantly higher cytotoxicity against target HeLa cells than normal human liver L02 cells. These findings revealed that AS1411NTrs had high payload and targeted release capacity for DOX, EPI, and DAU. This result can provide a theoretical basis for constructing reasonable DNA nanostructures based on drug carriers.