Provided are a SAMiRNA-magnetic nanoparticle complex capable of effectively delivering a double-stranded oligo RNA and magnetic nanoparticles into a cell and a composition capable of simultaneously performing diagnosis and therapy of diseases such as cancer, and the like, containing the same. More specifically, provided is the SAMiRNA-magnetic nanoparticle complex consisting of double-stranded oligo RNA-polymer structures in which a hydrophilic material and a second hydrophobic material are bound to the double-stranded oligo RNA by a simple covalent bond or a linker-mediated covalent bond, and the magnetic nanoparticles in which a first hydrophobic material is bound onto a surface of the magnetic material, as a core.The SAMiRNA-magnetic nanoparticle complex may have a homogeneous size by a hydrophobic interaction between the first hydrophobic material of the present invention and the second hydrophobic material of the double-stranded oligo RNA structure.In addition, the hydrophilic material and the second hydrophobic material bound to the double-stranded oligo RNA structure may improve in vivo stability of the double-stranded oligo RNA, an additionally bound ligand may deliver the SAMiRNA-magnetic nanoparticle complex into a target cell even at a relative low concentration of dosage, and the magnetic materials of the magnetic nanoparticles may be used as an imaging agent for diagnosis.