To improve the effect of thrombosis therapy, an amphiphilic supramolecular prodrug consisting of diosgenin derivative (theophylline–diosgenin) and uracil-terminated poly(ethylene glycol) (PEG-U) was designed and synthesized successfully. The prodrug could self-assemble into micelles which was not only enhanced the drug solubility but also prolonged systemic circulation. Bleeding time assay confirmed that the micelles have a better antithrombotic activity compared to diosgenin in vivo, and platelet aggregation assay in vitro got the same results. The low cytotoxicity of supramolecular copolymer micelles was confirmed by MTT assay against LO2/HK-2 cells and acute toxicity studies in mice. Based on these results, the supramolecular prodrug micelles are very promising candidates for thrombosis therapy.