In this study, the dynamically folded conformation of squalene (SQ) is taken advantage of to link this natural compound to the anticancer nucleoside analogue gemcitabine (gem) in order to achieve the spontaneous formation of nanoassemblies (SQgem) in water. Cryogenic transmission electron microscopy examination reveals particles (104 nm) with a hexagonal or multifaceted shape that display an internal structure made of reticular planes, each particle being surrounded by an external shell. X-ray diffraction evidences the hexagonal molecular packing of SQgem, resulting from the stacking of direct or inverse cylinders. The respective volumes of the gem and SQ molecules as well as molecular modeling of SQgem suggest the stacking of inverse hexagonal phases, in which the central aqueous core, consisting of water and gem molecules, is surrounded by SQ moieties. These SQgem nanoassemblies also exhibit impressively greater anticancer activity than gem against a solid subcutaneously grafted tumor, following intravenous administration. To our knowledge, this is the first demonstration of hexagonal phase organization with a SQ derivative.