The combination of selenium and pillararenes to prepare selenium-containing pillararene-based biomaterials is of great significance for the development of biomedicine. Herein, using a covalent self-assembly strategy, we successfully developed new diselenium-containing ultrathin polymer nanocapsules based on lateral cross-linked pillararenes. The new system exhibited a very potent anticancer effect; additionally, the incorporation of the cleavable redox diselenium bond into the polymer nanocapsules provided a smart nanocarrier for drug delivery. Moreover, the polymer nanocapsules were developed for anticancer drug targeting delivery by loading an anticancer drug and introducing the tumor-penetrating peptide RGD through the host-guest interaction strategy. The targeting DOX-loaded diselenium-containing polymer nanocapsules exhibited enhanced stability, self-anticancer effect, targeted delivery and controlled drug release, resulting in effective combined inhibition of tumor progression.