Polymer-coated nanoparticles are interfacially active and have been shown to stabilize macroscopic emulsions of oil and water, also known as Pickering emulsions. However, prior work has not explored the phase behavior of amphiphilic nanoparticles in the presence of bicontinuous microemulsions. Here, we show that properly designed amphiphilic polymer coated nanoparticles spontaneously and preferentially segregate to the bicontinuous microemulsion phases of oil, water, and surfactant. Mixtures of hydrophilic and hydrophobic chains are covalently grafted onto the surface of oxidized carbon black nanoparticles. By sulfating hydrophilic chains, the polymer-coated nanoparticles are stable in the aqueous phase at salinities up to 15 wt % NaCl. These amphiphilic, negatively charged polymer-coated nanoparticles segregate to the bicontinuous microemulsion phases. We analyzed the equilibrium phase behavior of the nanoparticles, measured the interfacial tension, and quantified the domain spacing in the presence of nanoparticles. This work shows a novel route to the design of polymer-coated nanoparticles which are stable at high salinities and preferentially segregate to bicontinuous microemulsion phases.