The effect of surface hydrophobicity is examined in the formation of hidden complex cavities during evaporation-induced nanocrystalline self-assembly taking place on three different substrates bearing different levels of hydrophobicity, namely, cover glass (CG), a gold thin film (Au), and a polystyrene dish (PS). It turns out that the DLVO theory, the relative thermal conductivities between the substrate and nanofluids, and the relationship between the evaporation and the radial outflow motions of nanoparticles comprehensively explain why the number of cavity cells is proportional to nanoparticle concentration and inversely proportional to surface hydrophobicity.