Carrier-free self-assembly has gradually shifted the focus of research on natural products, which effectively improve the bioavailability and the drug-loading rate. However, in spite of the existing studies, the development of self-assembled natural phytochemicals that possess pharmacological effects still has scope for further exploration and enhancement. Herein, a nano-delivery system was fabricated through the direct self-assembly of Rhein and Matrine and was identified as a self-assembled Rhein-Matrine nanoparticles (RM NPs). The morphology of RM NPs was characterized by TEM. The molecular mechanisms of self-assembly were explored using FT-IR, 1 H NMR, and molecular dynamics simulation analysis. Gelatin methacryloyl (GelMA) hydrogel was used as a drug carrier for controlled release and targeted delivery of RM NPs. The potential wound repair properties of RM NPs were evaluated on a skin wound-healing model. TEM and dynamic light scattering study demonstrated that the RM NPs were close to spherical, and the average size was approximately 75 nm. 1 H NMR of RM NPs demonstrated strong and weak changes in the interaction energies during self-assembly. Further molecular dynamics simulation analysis predicted the self-assembly behavior. An in vivo skin wound-healing model demonstrated that RM NPs present better protection effect against skin damages. Taken together, RM NPs are a new self-assembly system; this may provide new directions for natural product applications.