Oleanolic acid (OA) is a common pentacyclic triterpenoid and has been used to relieve metabolic-related diseases. However, its low water solubility severely limits its clinical application. In this study, OA was encapsulated by a cyclodextrin metal-organic framework material (CD-MOF) using the co-crystallization method to obtain the OA and CD-MOF inclusion complex (OA@CD-MOF). The OA@CD-MOF was characterized using scanning electron microscopy, Fourier-transform infrared spectroscopy, X-ray diffraction, and thermogravimetric analysis, which proved that OA was successfully loaded into the CD-MOF. Molecular docking data revealed that OA tends to occupy the cyclodextrin dimolecular cavity outside the CD-MOF. The formation of OA@CD-MOF significantly increased the apparent water solubility of OA to 269.27 ± 19.40 μg/mL. Further zebrafish experiments showed that the OA@CD-MOF exhibited better anti-steatosis, anti-lipid accumulation, and anti-oxidative stress activities than OA. Overall, this study presents a promising approach for delivering OA, enhancing its bioavailability in vivo and mitigating metabolic-related diseases such as non-alcoholic fatty liver disease.