This contribution reports the synthesis of some novel bioconjugates with anticancer activity and able to release nitric oxide (NO) under visible light excitation. The 4-nitro-2-(trifluoromethyl)aniline derivative, a suitable NO photodonor, was conjugated with 2′-deoxyadenosine and urso- and cheno-deoxycholic acid derivatives, through a thioalkylic chain or the 4-alkyl-1,2,3-triazole moiety. Photochemical experiments demonstrated the effective release of NO from 2′-deoxyadenosine and ursodeoxycholic acid conjugates under the exclusive control of visible light inputs. Studies for the in vitro antiproliferative activity against leukemic K562 and colon carcinoma HCT116 cell lines are reported for all the compounds as well as a case study of photocytotoxicity against HCT116.