One of the many open questions concerning Ionic Liquids (ILs) is the existence of nanoscale supra-molecular domains which characterize the bulk. The hypothesis of their existence does not meet a general consensus since their definition seems to be based on ad hoc arbitrary criteria rather than on general and solid first principles of physics. In this work, we propose a suitable definition of supra-molecular domains based on first principles of statistical mechanics. Such principles can be realized through the application of a recently developed computational tool which employs adaptive molecular resolution. The method can identify the smallest region of a liquid for which the atomistic details are strictly required, while the exterior plays the role of a generic structureless thermodynamic reservoir. We consider four different imidazolium-based ILs and show that indeed one can quantitatively represent the liquid as a collection of atomistically self-contained nanodroplets embedded in a generic thermodynamic bath. Such nanodroplets express a characteristic length scale for heterogeneity in ILs.