Polymeric bicontinuous morphologies were created by thermal annealing mixtures of poly(styrene-b-2-vinylpyridine) (PS-b-P2V1) block copolymers and stabilized Au-core/Pt-shell (Au-Pt) nanoparticles. These Au-Pt nanoparticles have a cross-linked polymeric shell to promote thermal stability and are designed to adsorb strongly to the interface of the PS-b-P2VP block copolymer due to the favorable interaction between P2VP block and the exterior of the cross-linked shell of the nanoparticle. The interfacial activity of these Au-Pt nanoparticles under thermal annealing conditions leads to decrease in domain size of the lamellar diblock copolymer. As nanoparticle volume fraction phi(p) was increased, a transition from a lamellar to a bicontinuous morphology was observed. Significantly, the effect of these shell-cross-linked Au-Pt nanoparticles under thermal annealing conditions was similar to those of traditional polymer grafted Au nanoparticles under solvent annealing conditions reported previously. These results suggest a general strategy for producing bicontinuous block copolymer structures by thermal processing through judicious selection of polymeric ligands, nanoparticle core, and block copolymer.