Combination anti-HIV therapy is important for AIDS treatment. A bolaamphiphilic prodrug, zidovudine-phosphoryl-deoxycholyl didanosine (ZPDD), was synthesized, combining zidovudine (AZT) and didanosine (ddI) in one molecule. As one lipid derivative of nucleosides, ZPDD showed special solubility with free soluble in chloroform and tetrahydrofuran but was slightly soluble in cyclohexane. The amphiphilicity of ZPDD was shown according to the monolayers at the air-water interface. ZPDD self-assembled to the spherical vesicles in water with 174 nm in size and -31.3 mV of zeta potential. The stability of assemblies depended on pH because the phosphoryl zidovudine group could release hydrogen ions. ZPDD was rapidly degraded to AZT in the plasma and tissues of mice. ZPDD self-assemblies had high anti-HIV activity in vitro with the half effective concentration (EC₅₀) of 5 nM. ZPDD self-assemblies may be targeting macrophages since ZPDD was found in macrophage-rich tissues in vivo and rapidly released AZT in the targeted tissues after intravenous administration to mice. The bioavailability of ZPDD was 90.5% and 30.8% for the intraperitoneal and oral administrations compared with the venous route. The self-assemblies of bolaamphiphilic prodrugs could simultaneously deliver two types of drugs to targeted tissues and would become a promising nanomedicine.