Self-assembly of nanoparticles at interfaces has become the focus of extensive studies since the phenomenon of Pickering emulsion, known as a fact that solid particles can spontaneously migrate onto fluid/fluid interface forming monolayer or multilayer, acting as the "surfactant" to stabilize the emulsion, was firstly established in early 20th century. Using interface, especially fluid/fluid interface, to guide the directed assemblies of nanoparticles is of great scientific interest for the food, cosmetics and pharmaceutical industry. For liquid/liquid interface-induced assembly, reduction of the interfacial energy is the dominating driving force. Self-assembly processes can be controlled by tuning the sizes of the nanoparticles as well as the chemical characteristics of the ligands on the particle surfaces. In this review, self-assembly behavior of different types of nanoparticles, including homogeneous, Janus-type, rod-type, and biological nanoparticles, and their applications are summarized. All these studies have shed new light on the basic. understandings of self-assembly of nanoparticles at interfaces and widened the application fields of nanoparticles. The hierarchically ordered structures generated by self-assembly of nanoparticles could find extensive applications in various fields, such as optics, acoustics, electricity, magnetics, medicine, etc. Furthermore, the limitation and future development in the field of self-assembly of nanoparticles at interfaces are elucidated.