It is easy to understand the self-assembly of particles with anisotropic shapes or interactions (for example, cobalt nanoparticles or proteins) into highly extended structures. However, there is no experimentally established strategy for creating a range of anisotropic structures from common spherical nanoparticles. We demonstrate that spherical nanoparticles uniformly grafted with macromolecules ('nanoparticle amphiphiles') robustly self-assemble into a variety of anisotropic superstructures when they are dispersed in the corresponding homopolymer matrix. Theory and simulations suggest that this self-assembly reflects a balance between the energy gain when particle cores approach and the entropy of distorting the grafted polymers. The effectively directional nature of the particle interactions is thus a many-body emergent property. Our experiments demonstrate that this approach to nanoparticle self-assembly enables considerable control for the creation of polymer nanocomposites with enhanced mechanical properties. Grafted nanoparticles are thus versatile building blocks for creating tunable and functional particle superstructures with significant practical applications.