Self-assembly of multicomponent nanocrystal superlattices provides a modular approach to the design of metamaterials by choosing constituent nanocrystal building blocks with desired physical properties and engineering the interparticle coupling. In this work, we report the self-assembly of binary nanocrystal superlattices composed of magnetically hard CoFe₂O₄ nanocrystals and magnetically soft Fe₃O₄ nanocrystals. Both NaZn₁₃- and MgZn₂-type CoFe₂O₄--Fe₃O₄ binary nanocrystal superlattices have been formed by the liquid-air interfacial assembly approach. Exchange coupling is achieved in both types of binary superlattices after thermal annealing under vacuum at 400 °C. The exchange-coupled CoFe₂O₄--Fe₃O₄ binary nanocrystal superlattices show single-phase magnetization switching behavior and magnetoresistance switching behavior below 200 K. The NaZn₁₃-type CoFe₂O₄--Fe₃O₄ binary nanocrystal superlattices annealed at 500 °C even exhibit bistable magnetoresistance switching behavior at room temperature constituting a simple nonvolatile memory function.