Complementary to endocytosis, cell-penetrating peptides (CPPs) at high concentrations can penetrate the cell membrane in a direct way, which further makes CPPs popular candidates for delivering therapeutic or diagnostic agents. Although featured as rapid uptake, the translocation efficiency and potential toxicity of the direct penetration are usually affected by cargoes, which is still unclear. Here, using coarse grained molecular dynamics simulations, we show that the polyarginine (R-8) peptides penetrate the membrane through a water pore in the membrane, and the transmembrane efficiency is improved by conjugating to small nanoparticles (NPs) with proper linkers. It can be attributed to both the extension of the lifetime of the water pore by the NPs and outward diffusion of negative lipids in the asymmetry membrane, which induces the surrounding R-8-NP conjugates to the water pore before it is closed. The translocation efficiency is closely related to the length of the linkers, and it gets the maximum value when the length of the linkers is around half of the membrane thickness. Overlong linkers not only decrease the transmembrane efficiency because of the blockage of NPs in the water pore but may also cause cytotoxicity because of the unclosed water pore. The results provide insights into the internalization of CPPs and facilitate the design of CPP and drug conjugates with high efficiency and low toxicity.