In this paper, the alpha-beta cyclodextrin dimer is designed via "click" chemistry to connect the hydrophilic and hydrophobic segments to form self-assembled noncovalently connected micelles (NCCMs) through host-guest interactions. A peptide containing the Arg-Gly-Asp (RGD) sequence was introduced to NCCMs as a target ligand to improve the cell uptake efficacy, while PEGylated technology was employed via benzoic-imine bonds to protect the ligands in normal tissues and body fluid. In addition, two fluorescent dyes were conjugated to different segments to track the formation of the micelles as well as the assemblies. It was found that the targeting property of NCCMs was switched off before reaching the tumor sites and switched on after removing the poly(ethylene glycol) (PEG) segment in the tumor sites, which was called "tumor-triggered targeting". With deshielding of the PEG segment, the drugs loaded in NCCMs could be released rapidly due to the thermoinduced phase transition. The new concept of "tumor-triggered targeting" proposed here has great potential for cancer treatment.