IgA nephropathy (IgAN) is a primary glomerulonephritis mediated by autoimmunity, characterized by an abnormal increase and the deposition of IgA in the glomeruli. In recent years, most studies have emphasized the crucial role of the gut-kidney axis in the pathogenesis of IgA nephropathy, and the ileal Peyer patches in the intestinal mucosal immune system are the main site for IgA production. Therefore, in this study, hydroxychloroquine (HCQ) and dexamethasone (DXM) were used as model drugs, and yeast cell wall (YCW)-coated oleic acid-grafted chitosan (CSO) was used as a carrier to construct a yeast cell wall oral drug delivery system HCQ/DXM@CSO@YCW. This delivery system achieves ileal targeted delivery through the yeast cell wall (YCW), reduces IgA production, and synergistically regulates the inflammatory pathological environment. The delivery system had good gastrointestinal stability and biocompatibility. In vitro cell experiments had shown the targeted uptake ability of dendritic cells and macrophages, and in vitro intestinal experiments showed that the YCW has ileal targeting properties. In vivo pharmacodynamic experiments showed that the HCQ/DXM@CSO@YCW delivery system could significantly reduce the serum IgA levels and IgA deposition in the renal tissue of IgAN mice, as well as the levels of IL-6, TNF-α, and TGF-β in the renal tissue, improving the pathological morphology of the renal tissue. Therefore, the DXM/HCQ@CSO@YCW oral administration system provided a new intestinal targeted delivery platform for intestinal mucosal immunotherapy in IgA nephropathy.