A self-assembled coordination cage usually possesses one well-defined three-dimensional (3D) cavity whereas infinite number of 3D-cavities are crafted in a designer metal-organic framework. Construction of a discrete coordination cage possessing multiple number of 3D-cavities is a challenging task. Here we report the peripheral decoration of a trinuclear [Pd3L6] core with one, two and three units of a [Pd2L4] entity for the preparation of multi-3D-cavity conjoined-cages of [Pd4(La)2(Lb)4], [Pd5(Lb)4(Lc)2] and [Pd6(Lc)6] formulations, respectively. Formation of the tetranuclear and pentanuclear complexes is attributed to the favorable integrative self-sorting of the participating components. Cage-fusion reactions and ligand-displacement-induced cage-to-cage transformation reactions are carried out using appropriately chosen ligand components and cages prepared in this work. The smaller [Pd2L4] cavity selectively binds one unit of NO3-, F-, Cl- or Br- while the larger [Pd3L6] cavity accommodates up to four DMSO molecules. Designing aspects of our conjoined-cages possess enough potential to inspire construction of exotic molecular architectures.