We investigate the concentration and size dependent self-assembly of cadmium selenide nanoparticles at an oil/water interface. Using a pendant drop tensiometer, we monitor the assembly kinetics and evaluate the effective diffusion coefficients following changes in the interfacial tension for the early and late stages of nanoparticle adsorption. Comparison with the coefficients for free diffusion reveals the energy barrier for particle segregation to the interface. The formation of a nanoparticle monolayer at the oil/water interface is characterised by transmission electron microscopy.