A Dissipative particle dynamics (DPD) simulations are performed to study the cooperative self‐assembly of coil–rod–coil triblock copolymers and nanoparticles in solution. The results show that, when the nanoparticle concentration exceeds a given value, the ternary systems can form a novel nanocage composed of two‐end coil‐caps and middle rod‐linkers. The novel nanocage is very similar to the real bird cage and the captured nanoparticles like the bird. It is the first nanocage from the self‐assembly of coil–rod–coil triblock copolymers. This may be used for the release of drugs and fertilizers, or as nanoreactors.