The present invention discloses a cell-penetrating method for compounds, comprising the following steps of: (1) preparing raw materials, i.e., the compounds and DNA or RNA; (2) linking: linking the compounds to the DNA or RNA to obtain a molecular conjugate; and (3) transferring: transferring the molecular conjugate obtained in the step (2) into cells by a gene transfer method. The present invention further discloses a structure of a molecular conjugate for transmembrane transfer and a method for synthesizing the molecular conjugate. The method of the present invention effectively solves a problem of low membrane permeability of compounds, so that the compounds enter the cell to act on targets thereof, thus to provide a novel drug-delivery way. The method of the present invention may be used for clinical treatment by drugs with low membrane permeability. This method significantly increases the quantity of potential drugs, and the clinical application of many drugs which are eliminated due to their low membrane permeability becomes possible. The method of the present invention may be used for capturing unknown targets of drugs in cells and conducting researches on the target mechanism. This method significantly shortens the course of research and development of drugs and has excellent application prospect.