In this article we review the process by which magnetite nanoparticles self-assemble onto solid surfaces. The focus is on neutron reflectometry studies providing information on the density and magnetization depth profiles of buried interfaces. Specific attention is given to the near-interface "wetting" layer and to examples of magnetite nanoparticles on a hydrophilic silicon crystal, one coated with (3-Aminopropyl)triethoxysilane, and finally, one with a magnetic film with out-of-plane magnetization.