Cholesterol is a key carbon source for Mycobacterium tuberculosis (Mtb) survival and persistence within macrophages. However, little is known about the role of cholesterol metabolism by Mtb in host-Mtb interplay. Here, we report the immune suppression mediated by Mtb's cholesterol metabolites. Conducting the cholesterol metabolic profiling and loss-of-function experiments, we show that the cholesterol oxidation products catalyzed by a thiolase FadA5 from Mtb H37Ra, 4-androstenedione (AD), and its derivant 1,4-androstenedione (ADD) inhibit the expression of pro-inflammatory cytokines and thus promote bacterial survival in bone marrow-derived macrophages (BMDMs). Our time-resolved fluorescence resonance energy transfer (TR-FRET)-based screening further identifies the nuclear receptor LXRα as the target of ADD. Activation of LXRα via ADD impedes the nuclear factor-κB (NF-κB) and mitogen-activated protein kinases (MAPK) signaling and reduces cholesterol accumulation in lipid rafts upon TLR4 simulation, thereby compromising the inflammatory responses. Our findings provide the evidence that Mtb could suppress the host immunity through its cholesterol metabolic enzyme and products, which are potential targets for screening novel anti-tuberculosis (TB) agents.