A novel route for the self-assembly of nanoparticles to nanospheres at a liquid/liquid interface has been developed to prepare palladium nanospheres. It has proved that the interface offers an excellent site and plays a key role in the self-assembly of nanoparticles to nanospheres. The palladium nanospheres are characterized by electron microscopy, energy-dispersive X-ray analysis, UV-visible spectroscopy, X-ray diffraction spectroscopy, and X-ray photoelectron spectroscopy. The mechanism of the self-assembly process is also proposed.