We report about the coordination-driven self-assembly of a chiral bis-pyridyl ligand (1), synthesized from steroidal cholic acid, with Pd(II) ions to form a chiral metal-organic Pd-2(1)(4) cage. The self-assembly of the cage was facilitated by favorable conformational change in the alkyl chain of the cholic acid. Interligand hydrogen bonding played a crucial role in directing the formation of a C-4 symmetric cage among different possible isomers, as suggested by DFT studies, and control experiments with different ligands.