Abnormal mitochondrial division in microglia significantly impacts central nervous system (CNS) diseases. However, treating CNS diseases through microglial mitochondria presents several challenges: intracerebral delivery of drugs, microglial targeting, and mitochondrial regulation. Herein, a novel three-stage sequential targeted nasal drops delivery system that achieves precise drug delivery to the core of brain lesions through noninvasive nasal delivery, targeting microglia, and regulating mitochondria were developed. Firstly, dehydroepiandrosterone (DHEA), identified from clinical data and transcriptomic analyses as a key neurosteroid regulating mitochondrial fission, was selected. Secondly, surface-positively charged hydrogel microspheres were prepared to adhere to the nasal mucosa, thereby avoiding rapid clearance and achieving the first stage of nasal mucosa targeting. Subsequently, targeted liposomes carrying cytotoxic T lymphocyte-associated protein-4 were constructed and modified into microspheres, which released liposomes through the nasal cavity to enter the brain and bound to the activated microglial surface receptors CD80/86 accomplishing the second stage of cell targeting. In the third stage, the system released DHEA in response to the microenvironment, precisely regulating dynamin-related protein 1 involved in mitochondrial membrane remodeling, which inhibited abnormal mitochondrial division, stabilized mitochondrial morphology and function, inhibited microglial activation. This study demonstrated that three-stage sequential nasal drops efficiently traversed the nose-to-brain pathway via nasal mucosa in both murine (n = 200) and porcine (n = 16) models, while significantly ameliorating anesthesia/surgery-induced cognitive dysfunction in mice. Therefore, the three-stage sequential nasal drip is a promising method for the treatment of central nervous system diseases.