Herein, we fabricated the bicontinuous structures from nanocomposites of poly(styrene-b-methyl methacrylate) (PS-b-PMMA) block copolymer and the shell-cross-linked, thermally stable gold nanoparticles (Au NPs). The surface property of Au NPs was controlled with ligands containing various compositions of PS and PMMA so that the resulting Au NPs were selective to PS or PMMA block or nonselective (i.e., neutral) to both blocks. The amphiphilic Au NPs were also prepared by coating the surface of Au NPs with equimolar mixtures of PS and PMMA selective ligands. Consequently, it was found that the morphological behaviors of thermally annealed nanocomposites containing amphiphilic Au NPs and PS-b-PMMA were dramatically different from the case of neutral Au NPs that were coated with nonselective ligands. With increasing the amount of amphiphilic Au NPs, a transition from lamellar to bicontinuous structures was observed, whereas the neutral Au NPs were aggregated within the PS-b-PMMA lamellae. Furthermore, the nanoporous bicontinuous thin films were fabricated on the silicon substrates and the morphological behaviors were quantitatively investigated by grazing-incidence small-angle X-ray scattering (GISAXS) analysis.