Different approaches have been reported to enhance penetration of small drugs through physiological barriers; among them is the self-assembly drug conjugates preparation that shows to be a promising approach to improve activity and penetration, as well as to reduce side effects. In recent years, the use of drug-conjugates, usually obtained by covalent coupling of a drug with biocompatible lipid moieties to form nanoparticles, has gained considerable attention. Natural products isolated from plants have been a successful source of potential drug leads with unique structural diversity. In the present work three molecules derived from natural products were employed as lead molecules for the synthesis of self-assembled nanoparticles. The first molecule is the cytotoxic royleanone 7α-acetoxy-6β-hydroxyroyleanone (Roy, 1) that has been isolated from hairy coleus (Plectranthus hadiensis (Forssk.) Schweinf). ex Sprenger leaves in a large amount. This royleanone, its hemisynthetic derivative 7α-acetoxy-6β-hydroxy-12-benzoyloxyroyleanone (12BzRoy, 2) and 6,7-dehydroroyleanone (DHR, 3), isolated from the essential oil of thicket coleus (P. madagascariensis (Pers.) Benth.) were employed in this study. The royleanones were conjugated with squalene (sq), oleic acid (OA), and/or 1-bromododecane (BD) self-assembly inducers. Roy-OA, DHR-sq, and 12BzRoy-sq conjugates were successfully synthesized and characterized. The cytotoxic effect of DHR-sq was previously assessed on three human cell lines: NCI-H460 (IC50 74.0 ± 2.2 µM), NCI-H460/R (IC50 147.3 ± 3.7 µM), and MRC-5 (IC50 127.3 ± 7.3 µM), and in this work Roy-OA NPs was assayed against Vero-E6 cells at different concentrations (0.05, 0.1, and 0.2 mg/mL). The cytotoxicity of DHR-sq NPs was lower when compared with DHR alone in these cell lines: NCI-H460 (IC50 10.3 ± 0.5 µM), NCI-H460/R (IC50 10.6 ± 0.4 µM), and MRC-5 (IC5016.9 ± 0.5 µM). The same results were observed with Roy-OA NPs against Vero-E6 cells as was found to be less cytotoxic than Roy alone in all the concentrations tested. From the obtained DLS results, 12BzRoy-sq assemblies were not in the nano range, although Roy-OA NP assemblies show a promising size (509.33 nm), Pdl (0.249), zeta potential (−46.2 mV), and spherical morphology from SEM. In addition, these NPs had a low release of Roy at physiological pH 7.4 after 24 h. These results suggest the nano assemblies can act as prodrugs for the release of cytotoxic lead molecules.