Attaching DNA/RNA to nanomaterials is the basis for nucleic acid-based assembly and drug delivery. Herein, we report that small interfering RNA (siRNA) effectively coordinates with ligand-free lanthanide nanoparticles (NaGdF₄ NPs), and forms siRNA/NaGdF₄ spherical nucleic acids (SNA). The coordination is primarily attributed to the interaction between Gd and phosphate backbone of the siRNA. Surprisingly, an efficient encapsulation and rapid endosomal escape of siRNA from the endosome/lysosome were achieved, due to its flexible ability to bound to phospholipid head of endosomal membrane, thereby disrupting the membrane structure. Resorting to the dual properties of NaGdF₄ NPs, siRNA loading, and endosomal escape, siRNA targeting programmed cell death-ligand 1 (siPD-L1)/NaGdF₄ SNA triggers significant gene silencing in vitro and in vivo, and effectively represses the tumor growth in both CT26 tumor model and 4T1 orthotopic murine model.