Proteocubosomes are nanostructured open-nanochannel hierarchical fluid vehicles characterized by a cubic lattice periodicity of the lipid/protein supramolecular assembly (protein-loaded cubosomes). They are obtained here at very high hydration levels by a three-dimensional (3D) self-assembly process, which exploits a protein-directed 3D patterning and fragmentation to create a new, tertiary-level structural order of fluid lipid/water interfaces. Our freeze-fracture electron microscopy study reveals that the proteocubosome structures are built up by patterned assemblies of nanocubosomes, which comprise 3D nanoporous fracture surfaces throughout. Complex cubosomic architectures, involving arrays of nanodroplets (larger than 20 nm) inside the proteocubosome particles, are established at high resolution. The soft-matter hierarchical nanocompartment formations display internal aqueous pores belonging to the D-type lipid cubic lattice nanochannel system that is proven by synchrotron X-ray diffraction. The reported nanostructured fluid may give rise to novel applications in nanofluidic biomimetic devices, porous protein drug delivery vehicles, nanoscale enzymatic bioreactors, and protein-encapsulating fluid nanomaterials.