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A bolaamphiphilic prodrug containing dual zidovudine, pentadecanedioyl dizidovudine (PDDZ), was prepared. The vesicular self-assemblies were formed in aqueous media through injecting the methanol solution of PDDZ into water. Hydrophobic interaction between lipid chains should drive molecular self-assembly. The nonionic surfactant, Tween 20, was used to increase the physical stability of self-assemblies because the surfactant micelles could prevent the assemblies from aggregating. The doping hydroxylpropylmethylcellulose (HPMC) slowed down the degradation of prodrugs due to adsorption. The self-assemblies were nanoscale with the mean particle size of 156 nm. Degradation of PDDZ was very slow in buffered solutions, but very rapid in enzyme and plasma, and the parent drug zidovudine (AZT) was the unique product. PDDZ self-assemblies showed strong anti-HIV activity on MT4 cell model. The 50% effective concentration (EC50) of PDDZ was 5 nM, equal to that of AZT. PDDZ was rapidly eliminated from circulation and mainly distributed into liver, spleen and testis followed by the rapid production of AZT after intravenous administration of the self-assemblies to rabbits. Macrophages in liver, spleen and testis are the reservoir of HIV so that the macrophage targeting effect of PDDZ self-assemblies would benefit to anti-HIV therapy. The self-assemblies composed of bolaamphiphilic PDDZ are a promising self-assembled drug delivery system (SADDS).