We report on the assembly of gold nanoparticles grafted with poly(ethylene glycol) (PEG–AuNPs) in aqueous solutions into the face-centered cubic superlattice by synchrotron X-ray scattering. At sufficiently high salt concentrations, the lattice constant decreases with increasing temperature, i.e., it exhibits a negative thermal expansion (NTE) coefficient that is 2–4 orders (in magnitude) larger than previously reported in NTE materials. The generality of the effect is demonstrated with different salts and different PEG chain lengths. Theoretical calculations show that PEG–AuNP becomes more insoluble (with the Flory–Huggins parameter χ > (1/2)) as temperature increases through water dehydration, with a decrease in the volume of the superlattice and an increase in the entropy of the system. Implications on the formation of nanoparticle superlattices and NTE properties are also discussed.