The present invention refers to a conjugate comprising at least one polyunsaturated fatty acid residue, particularly an arachidonic acid residue, more particularly an anandamide (arachidonoyl ethanol amide) residue and covalently bound thereto at least one nucleosidic component selected from nucleic acids, nucleosides and nucleotides. This conjugate is suitable for the transfection of cells such as mammalian cells including human cells with high efficacy. Thus, a new delivery vehicle for therapeutic molecules including antisense molecules, siRNA molecules, miRNA molecules, antagomirs or precursors of such molecules, as well as the therapeutic nucleosides or nucleotides, is provided.