The present invention relates to a protein conjugate having excellent tumor targeting capacity and a method for preparing the same, more precisely albumin-bile acid conjugate forming 30-500 nm nano-particles and forming self-aggregates in water system and a method for preparing the same. The albumin-bile acid conjugate of the present invention has excellent tumor targeting capacity and facilitates inclusion of a hydrophobic anticancer agent and can be combined with fore infrared ray fluorescent material. Therefore, this conjugate can be effectively used for the production of a novel nano-particle contrast agent or a nano-particle drug delivery system for the diagnosis and treatment of cancer.