The invention discloses preparation and application of a self-assembled nano drug of a core-shell structure and belongs to the technical fields of biological pharmacy and nanometer. Carboxymethylcellulose (CMC) is adopted as a carrier, through self-assembly of a hydrophilic group and a hydrophobic group ursolic acid of carboxymethylcellulose, nano particles CMC-UA.NPs is formed, the nano particles can be loaded with a dihydroartemisinin hydrophobic drug, the nano particles CMC-UA(DHA).NPs of the core-shell structure are prepared, the core is dihydroartemisinin (DHA), and the shell is a self-assembly layer of ursolic acid (UA). The nano particles of the nano drug of the core-shell structure are spherical in appearance, uniform in particle size which ranges from 20 nm to 50 nm, good in dispersibility, high in drug loading capacity, stable in encapsulation efficiency, good in biocompatibility and low in toxicity, and the self-assembled nano drug is a novel water-soluble nano drug having the slow release function, can inhibit growth of multiple types of cancer cells and promotes apoptosis of the cancer cells. Preparation of the nano drug of the core-shell structure is convenient to operate, the preparation technological process is short in cycle and low in cost, and quite good industrialized prospect is achieved.