The self-assembly of nanoparticles at fluid interfaces, driven by the reduction in interfacial energy, was investigated. With spherical, tri-n-octyl-phosphine-oxide covered cadium selenide (CdSe) nanoparticles (1-8 nm), thermal fluctuations compete with the interfacial segregation giving rise to a size-dependent self-assembly of the particles. The structure of the nanoparticle assembly was studied using electron microscopy, atomic force microscopy, and X-ray scattering in situ, which indicate that the particles form a densely packed monolayer. The energetics of the adsorption of nanoparticles onto the interface was revealed by time-dependent fluorescence studies on a mixture of two different sized nanoparticles at the interface. The dynamics of the nanoparticles at the fluid interface, probed using fluorescence photobleaching methods, suggests a liquid-like behavior. The results have implications in the design of hierarchical self-assemblies of nanoparticles for the one-step fabrication of devices on multiple length scales.