Statins are widely used to treat hyperlipidemia; however, their mechanism-inhibiting cholesterol production without promoting its utilization-causes problems, such as inducing diabetes. In our research, we develop, for the first time, a chemically engineered statin conjugate that not only inhibits cholesterol production but also enhances its consumption through its multifunctional properties. The novel rosuvastatin (RO) and ursodeoxycholic acid (UDCA) conjugate (ROUA) is designed to bind to and inhibit the core of the apical sodium-dependent bile acid transporter (ASBT), effectively blocking ASBT's function in the small intestine, maintaining the effect of rosuvastatin. Consequently, ROUA not only preserves the cholesterol-lowering function of statins but also prevents the reabsorption of bile acids, thereby increasing cholesterol consumption. Additionally, ROUA's ability to self-assemble into nanoparticles in saline-attributable to its multiple hydroxyl groups and hydrophobic nature-suggests its potential for a prolonged presence in the body. The oral administration of ROUA nanoparticles in animal models using a high-fat or high-fat/high-fructose diet shows remarkable therapeutic efficacy in fatty liver, with low systemic toxicity. This innovative self-assembling multifunctional molecule design approach, which boosts a variety of therapeutic effects while minimizing toxicity, offers a significant contribution to the advancement of drug development.