In this study, we developed an advanced colitis-targeted nanoparticles (NPs)-into-yeast cell wall microparticles (YPs) drug delivery system for ulcerative colitis (UC) therapy. In brief, YPs entrap hyaluronic acid (HA), and polyethylenimine (PEI) modified rhein (RH)-loaded ovalbumin NPs (HA/PEI-RH NPs) to form HA/PEI-RH NYPs. YPs can make HA/PEI-RH NPs pass through gastric environment stably and be degraded by β-glucanase to promote drug release from HA/PEI-RH NYPs in the colon. Cellular uptake evaluation confirmed that HA/PEI-RH NPs could specifically target and enhance the uptake rate via HA ligands. In biodistribution studies, HA/PEI-RH NYPs were able to efficiently accumulate in the inflammed colon in mice. In vivo experiments revealed that the HA/PEI-RH NYPs could significantly alleviate inflammation by inhibiting the TLR4/MyD88/NF-κB signaling pathway. Therefore, HA/PEI-RH NYPs have advantages of good gastric stability, β-glucanase-sensitive release ability, macrophage-targeted ability, and anti-UC effects. These advantages indicate YPs-entrapped multifunctional NPs are a promising oral drug delivery system for UC therapy.