Provided herein are cell penetrating conjugates. The conjugates include a non-cell penetrating protein, a phosphorothioate nucleic acid, a first linker attaching the phosphorothioate nucleic acid to the non-cell penetrating protein and a second linker attaching the phosphorothioate nucleic acid to a therapeutic moiety (e.g., siRNA or small molecule), wherein the phosphorothioate nucleic acid enhances the intracellular delivery of the non-cell penetrating protein. The conjugates provided herein are, inter alia, useful for the treatment of cancer.