In this study, a cyclodextrin derivative (R6RGD-CMβCD) nanoparticle with tumor targeting and cell penetration ability was successfully synthesized and loaded with tyroserleutide (YSL) to obtain YSL-loaded nanoparticles (YSL/R6RGD-CMβCD NPs). The characterization of these NPs revealed a smooth surfaces and an average diameter of approximately 170 nm. YSL/R6RGD-CMβCD NPs increased the NP uptake in Caco-2 cells. As regard the mechanism of action, the cell uptake was related to endocytosis mediated by reticulin and megacytosis. In addition, YSL/R6RGD-CMβCD NPs induced significantly higher cytotoxicity on tumor cells and better tumor targeting compared with the effect of CMβCD NPs. Most importantly, the good anti-cancer effect of YSL/R6RGD-CMβCD NPs might be due to the interference with the function of mitochondria. On the other hand, YSL/R6RGD-CMβCD NPs were not toxic for normal cells. Taken together, our results indicated that R6RGD-CMβCD could be considered as a nanopharmaceutical material with good tumor targeting abilities, and their combination with YSL could represent an effective anti-cancer system.