The ability to download backwards compatible Xbox 360 games on your Xbox One has been a highly requested feature ever since backwards compatibility was announced. It looks like Microsoft is currently working on a way to get that working, as confirmed by Phil Spencer on Twitter.
@JimGill524 @majornelson We've heard this request and we are working on a solution.
— Phil Spencer (@XboxP3) December 8, 2015
Though, he gave no confirmation on when this will be added or how far along in development it is, it looks like the ability will be coming.