The invention discloses a carrier-free co-assembled tumor targeting anti-cancer nano medicine as well as a preparation method and application thereof. The carrier-free dual anti-cancer nano medicine is prepared from a hydrophobic medicine, namely ursolic acid, together with board-spectrum anti-tumor medicines such as doxorubicin in water through co-assembling, in addition, a fluorescence labeling nucleic acid aptamer, a molecular target, an antibody or polypeptide and the like with tumor targeting functions are adsorbed to the surface of the medicine through mutual electrostatic functions, then the carrier-free co-assembled tumor targeting anti-cancer nano medicine with tumor targeting and tumor microenvironment response is prepared, a synergic anti-tumor function is achieved, diagnosis and treatment integration is achieved, particularly the medicine has outstanding functions in preventing tumor transfer, and more importantly the problems that a conventional nano carrier is complex in system, indefinite in in-vivo metabolism and the like are solved.