Surfactant-free microemulsions (SFMEs) are a unique kind of microemulsion, which form from immiscible fluids (i.e., oil and water phases) in the presence of amphi-solvents rather than traditional surfactants. In comparison with traditional surfactant-based microemulsions (SBMEs), SFMEs have received much less attention, and the current understanding of the unique system is very limited. Herein, we report a SFME consisting of the hydrophobic ionic liquid (IL) 1-butyl-3-methylimidazolium hexafluorophosphate (bmimPF(6)), the protic IL diethylammonium formate (DEAF), and water, in which the bmimPF(6) and DEAF are used as the oil phase and amphi-solvent, respectively. Three kinds of microstructures, namely, water-in-bmimPF(6) (W/IL), bicontinuous (BC), and bmimPF(6)-in-water (IL/W), are identified for the SFME, using cyclic voltammetry, cryo-TEM, and DLS techniques. Especially, the volumetric and surface free energy properties of the SFME are investigated by excess molar volume (V-m(E)) and surface tension (gamma) measurements, and they are found to be similar to those of SBMEs. Discontinuous changes in V-m(E) and gamma with the system compositions are observed as the system microstructures change, which can be used to identify the structural transition of SFMEs. We think this study provides a better understanding of SFME features.