The fabrication of functional nanostructured materials requires practical approaches to self-assembly on multiple length scales. Here, the directed self-assembly of functionalized, luminescent nanoparticles at oil-water interface, followed by crosslinking of the associated ligands, affords robust membranes. These composite membranes, nanometers in thickness, are shown to be effective diffusion barriers that have potential applications in controlled encapsulation and release. Cadmium selenide (CdSe) nanoparticles were used, since the photoluminescence of the particles provides a convenient means to monitor the spatial organization of the nanoparticles. The retention of the CdSe photoluminescence demonstrates that the nanoparticles remain unchanged during the manipulation. The concepts shown are non-specific and can be adapted to any nanoparticle and solvent combinations. (Y. Lin, H. Skaff, T. Emrick, A. D. Dinsmore and T. P. Russell, "A Membrane of Cross-Linked Nanoparticles," J. Am. Chem. Soc. 125, 12690-12691 (2003)).