Nanoparticles hosted in conductive matrices are ubiquitous in electrochemical energy storage, catalysis and energetic devices. However, agglomeration and surface oxidation remain as two major challenges towards their ultimate utility, especially for highly reactive materials. Here we report uniformly distributed nanoparticles with diameters around 10 nm can be self-assembled within a reduced graphene oxide matrix in 10 ms. Microsized particles in reduced graphene oxide are Joule heated to high temperature (∼1,700 K) and rapidly quenched to preserve the resultant nano-architecture. A possible formation mechanism is that microsized particles melt under high temperature, are separated by defects in reduced graphene oxide and self-assemble into nanoparticles on cooling. The ultra-fast manufacturing approach can be applied to a wide range of materials, including aluminium, silicon, tin and so on. One unique application of this technique is the stabilization of aluminium nanoparticles in reduced graphene oxide film, which we demonstrate to have excellent performance as a switchable energetic material.