Controlling drug release from the bone cavity through physical stimulation remains a challenge because the unique shielding properties of the bone structure make it difficult for many physical stimuli to be effective in skeletal disorders. Herein, we designed a type of high-loading nanocomposites self-assembled from Icariin (ICA), Ca2+, and Zoledronic acid (ZOL), which could respond to extracorporeal shock wave (ESW) to control drug release in the bone cavity and govern osteoblast-adipocyte lineage commitment to prevent osteoporotic fracture. The nanocomposites contain more than 70 % of the payloads and exhibit excellent function in bone marrow targeting. When shocked with ESW, the payloads including ICA, Ca2+, and ZOL, can be released in the bone marrow. ICA can inhibit the formation of adipocyte lineages and promote the formation of osteoblast lineages by inhibiting the transcription of peroxisome proliferators-activated receptor γ (PPARγ) and fatty acid-binding protein 4 (FABP4), ESW, and Ca2+ further increase osteoblast activity meanwhile, and ZOL acts as an inhibitor of osteoclasts, leading to an overall anabolism. In vivo, the treatment contributed to a significant increase in bone anabolism, including bone-related parameters, bone strength, and bone resilience, ultimately greatly reducing the risk of osteoporotic fracture. This study demonstrated the high feasibility of combining the bone-penetrating ESW-responsive drug-controlled release system with the regulation of osteoblast-adipocyte lineage commitment for osteoporotic fracture prevention.