Superstructures or self-assembled nanoparticles open the development of new materials with improved and/or novel properties. Here, we present nickel fluoride (NiF2) self-assemblies by successive preparatory methods. Originally, the self-assemblies were obtained by exploiting the water-in-oil microemulsion technique as a result of auto-organization of hydrated NiF2 (NiF2·4H2O) nanoparticles. The nanostructuration of NiF2·4H2O nanoparticles was confirmed by X-ray diffraction (XRD) and transmission electron microscopy (TEM) data. The size and shape of NiF2·4H2O nanoparticles and their subsequent self-assemblies varied slightly as a function of water-to-surfactant and water-to-oil ratios. Scanning electron microscopy (SEM) and TEM characterizations revealed that the nanoparticles are organized into a succession of self-assemblies: from individual nanoparticles assembled into layers to truncated bipyramids, which further auto-organized themselves into almond-shaped superstructures. Anhydrous NiF2 was achieved by heating NiF2·4H2O self-assemblies under the dynamic flow of molecular fluorine (F2) at a moderate temperature (350 °C). Preservation of self-assemblies during the transformation from NiF2·4H2O to NiF2 is successfully achieved. The obtained materials have a specific surface area (SSA) of about 30 m2/g, more than 60% of that of bulk NiF2. The lithium-ion (Li+) storage capacities and the mechanism of the nanostructured samples were tested and compared with the bulk material by galvanostatic cycling and X-ray absorption spectroscopy (XAS). The nanostructured samples show higher capacities (∼650 mAh/g) than the theoretical (554 mAh/g) first discharge capacity due to the concomitant redox conversion mechanism of NiF2 and solid–electrolyte interphase (SEI) formation. The nanostructuration by self-assembly appears to positively influence the lithium diffusion in comparison to the bulk material. Finally, the magnetic properties of nanostructured NiF2·xH2O (x = 0 or 4) have been measured and appear to be very similar to those of the corresponding bulk materials, without any visible size reduction effect. The hydrated samples NiF2·4H2O show an antiferromagnetic ordering at TN = 3.8 K, whereas the dehydrated ones (NiF2) present a canted antiferromagnetic ordering at TN = 74 K.