We present a thermodynamic evaluation of the self-assembly of charged nanometer-sized particles at the water/oil interface. The chemical potentials of the nanoparticles in the bulk (aqueous) phase and at the water/oil interface are calculated taking into account interfacial energies, van der Waals interactions, and electrostatic repulsions. An isotherm of the interfacial particle density as a function of the surface charge density on the particles is obtained and compared with experimental results on gold and CdTe nanoparticles self-assembled at the water/heptane interface. Our model provides a semi-quantitative explanation for the spontaneous self-assembly of several types of metallic and semiconducting charged nanoparticles upon reduction of their surface charge.