Multifunctionality is a common trait of many natural proteins and peptides, yet the rules to generate such multifunctionality remain unclear. We propose that the rules defining some protein/peptide functions are compatible. To explore this hypothesis, we trained a computational method to predict cell-penetrating peptides at the sequence level and learned that antimicrobial peptides and DNA-binding proteins are compatible with the rules of our predictor. Based on this finding, we expected that designing peptides for CPP activity may render AMP and DNA-binding activities. To test this prediction, we designed peptides that embedded two independent functional domains (nuclear localization and yeast pheromone activity), linked by optimizing their composition to fit the rules characterizing cell-penetrating peptides. These peptides presented effective cell penetration, DNA-binding, pheromone and antimicrobial activities, thus confirming the effectiveness of our computational approach to design multifunctional peptides with potential therapeutic uses. Our computational implementation is available at http://bis.ifc.unam.mx/en/software/dcf. 