Self-organization of nanoparticles into two- and three-dimensional superlattices on a large scale is required for their implementation into nano- or microelectronic devices. This is achieved, generally after a size-selection process, through spontaneous self-organization on a surface, layer-by-layer deposition or the three-layer technique of oversaturation, but these techniques consider superlattices of limited size. An alternative method developed in our group involves the direct formation in solution of crystalline superlattices, for example of tin nanospheres, iron nanocubes or cobalt nanorods, but these are also of limited size. Here, we report the first direct preparation in solution of multimillimetre-sized three-dimensional compact superlattices of nanoparticles. The 15-nm monodisperse FeCo particles adopt an unusual short-range atomic order that transforms into body-centred-cubic on annealing at 500 degrees C. The latter process produces an air-stable material with magnetic properties suitable for radiofrequency applications.