Provided are a double-stranded oligo RNA structure and a method of preparing the same, and more specifically, a double-stranded oligo RNA structure in which a polymer compound is covalently bound to a double-stranded oligo RNA in order to improve stability in vivo and a cell delivery efficiency of the double-stranded oligo RNA, and a method of preparing the same.The double-stranded oligo RNA structure having the optimized structure according to the present invention may not inhibit functions of the double-stranded oligo RNA, but effectively improve stability and cell membrane permeability of the double-stranded oligo RNA, such that the double-stranded oligo RNA may be delivered into the cell even at a low concentration dosage thereof to be significantly used as a tool for treatment of cancer, infectious diseases, and the like, as well as a new delivery system of the double-stranded oligo RNA.