Creation of nanoparticle (NP) architectures via a self-assembly strategy is the current means to integrate and/or modulate the functionalities of NPs. In this paper, we demonstrate the capability for constructing NP spherical superstructures through the specific interaction between host and guest molecules, for instance the model system of α-cyclodextrin (α-CD) and oleic acid (OA), which are decorated on two different NPs beforehand. Subsequently, the OA-decorated hydrophobic NPs are dispersed in hexane, whereas the α-CD-decorated NPs are dispersed in water. The blending of these two immiscible solutions produces NP binary superstructures because of the multiple linkages between the α-CD- and OA-decorated NPs. Control experiments indicate that the self-assembly of NPs occurs either at the hexane/water interface to form hybrid films or in the aqueous phase to generate spherical architectures, which strongly depends on the amount and the size of α-CD-decorated NPs. The high ratio and small size of the α-CD-decorated NPs facilitate the formation of spherical architectures. Competitive experiments with the addition of host α-CD and guest sodium oleate clearly confirm that the main driving force for the NP co-assembly is the specific interaction between α-CD and OA. In addition, the flexible decoration of α-CD and OA on the NPs makes the current strategy generally applicable for a variety of NPs, such as the superstructures of Au/Fe(3)O(4), Pt/Fe(3)O(4), and Au/NaYF(4):Yb,Tm, which is expected to promote the further application of NPs in environmental and biological sciences.