Self-assembly exploits noncovalent interactions to offer a facile and effective method for the construction of soft materials with multifunctionalities and diversity. In this work, fluorescence carbon quantum dots coordinated by Ce³⁺ ions (CQDCe) have been synthesized and exploited as building blocks to generate a series of hierarchical structures through the ionic self-assembly of CQDCe and biomolecules, namely DNA, myoglobin (Mb), and hyaluronic acid (HA). In particular, vesicles can be constructed by the simple mixing of oppositely charged CQDCe and DNA in water. The formation of unusual vesicles can be explained by the self-assembly of CQDCe with a rearranged structure and the rigid DNA biomolecular scaffolds. This facile noncovalent self-assembly method has inspired the innovative use of virgin DNA as a building block to construct vesicles rather than resorting to a sophisticated synthesis. The self-assembly of CQDCe–biopolymers was accompanied by aggregation-induced photoluminescence (PL) quenching. The biosensing platform was designed to detect polypeptides and deoxyribonuclease I through competitive binding of CQDCe and enzymatic hydrolysis of the DNA backbone, respectively. We believe that the integrative self-assembly of CQDCe and DNA will enrich the theoretical study of vesicle formation by DNA molecules and extend the application of fluorescence carbon quantum dots in the biological field.