DNA has proven of high utility to modulate the surface functionality of metal-organic frameworks (MOFs) for various biomedical applications. Nevertheless, current methods for preparing DNA-MOF nanoparticles rely on either inefficient covalent conjugation or specific modification of oligonucleotides. In this work, we report that unmodified oligonucleotides can be loaded on MOFs with high density (∼2500 strands/particle) via intrinsic, multivalent coordination between DNA backbone phosphate and unsaturated zirconium sites on MOFs. More significantly, surface-bound DNA can be efficiently released in either bulk solution or specific organelles in live cells when free phosphate ions are present. As a proof-of-concept for using this novel type of DNA-MOFs in immunotherapy, we prepared a construct of immunostimulatory DNA-MOFs (isMOFs) by intrinsically coordinating cytosine-phosphate-guanosine (CpG) oligonucleotides on biocompatible zirconium MOF nanoparticles, which was further armed by a protection shell of calcium phosphate (CaP) exoskeleton. We demonstrated that isMOFs exhibited high cellular uptake, organelle specificity, and spatiotemporal control of Toll-like receptors (TLR)-triggered immune responses. When isMOF reached endolysosomes via microtubule-mediated trafficking, the CaP exoskeleton dissolved in the acidic environment and in situ generated free phosphate ions. As a result, CpG was released from isMOFs and stimulated potent immunostimulation in living macrophage cells. Compared with naked CpG-MOF, isMOFs exhibited 83-fold up-regulation in stimulated secretion of cytokines. We thus expect this isMOF design with soluble CaP exoskeleton and an embedded sequential "protect-release" program provides a highly generic approach for intracellular delivery of therapeutic nucleic acids.