Cage-based MOFs, with their customizable chemical environments and precisely controllable nanospaces, show great potential for the selective adsorption of guest molecules with specific structures. In this work, we have constructed a novel cage-based MOF [(CH3)2NH2]2[(UO2)2(TMTTA)]·11.5DMF·2H2O (IHEP-51), utilizing a triazine derivative poly(carboxylic acid), 4,4',4″-(((1,3,5-triazine-2,4,6-triyl)tris(((4-carboxycyclohexyl)methyl)azanediyl))tris(methylene))tribenzoic acid (H6TMTTA), as an organic ligand and uranyl as a metal node. The 2-fold interpenetrated (3,6,6)-connected framework of IHEP-51 features two types of supramolecular cage structures: the Pyrgos[2]cage U6L3 and the huge cage U18L14. They are further assembled into a double-yolk core-shell U6L3@U18L14 structure, making it suitable for I2 capture. The maximum adsorption capacities of IHEP-51 for iodine in solution and gaseous iodine are 420.4 and 1561.2 mg·g-1, respectively. XPS, Raman spectra, single-crystal X-ray diffraction, and DFT calculations reveal that the adsorbed iodine is located inside the U6L3 Pyrgos[2]cage in the form of I3-, thus resulting in the formation of a (I3)2@U6L3@U18L14 ternary core-shell structure.