Analogous to the atom-molecule relationship, nanoparticle (NP) clusters (or NP-molecules) with defined compositions and directional bonds could potentially integrate the properties of the component individual NPs, leading to emergent properties. Despite extensive efforts in this direction, no general approach is available for assembly of such NP-molecules. Here we report a general method for building this type of structures by encapsulating NPs into self-assembled DNA polyhedral wireframe nanocages, which serve as guiding agents for further assembly. As a demonstration, a series of NP-molecules have been assembled and validated. Such NP-molecules will, we believe, pave a way to explore new nanomaterials with emergent functions/properties that are related to, but do not belong to the individual component nanoparticles.