A multiplex siRNA complex and a multifunctional nucleic acid structure complex, which have enhanced intracellular delivery capacity are provided. The siRNA complex and the multifunctional nucleic acid structure complex have a novel structure which can be chemically synthesized in an easy manner for a conventional shRNA system for inhibiting the expression of a plurality of genes, while they can inhibit the expression of a plurality of genes at the same time at increased efficiency compared to the conventional siRNA. Also, they have high intracellular delivery capacity and can specifically inhibit the expression of target genes without causing a nonspecific antiviral response, and thus are highly useful as siRNA mechanism-mediated therapeutic agents for treating cancer or viral infection. In addition, the multifunctional nucleic acid structure complex can comprise, in addition to siRNAs, functional oligonucleotides, such as miRNA, antagomiR, an antisense oligonucleotide, an aptamer and ribozyme, and thus can perform various functions at the same time.