We report the first example of a non-aqueous Pickering nanoemulsion, which comprises glycerol droplets dispersed in mineral oil. The droplet phase is stabilized by hydrophobic sterically stabilized poly(lauryl methacrylate)-poly(benzyl methacrylate) nanoparticles which are prepared directly in mineral oil using polymerization-induced self-assembly. First, a glycerol-in-mineral oil Pickering macroemulsion with a mean droplet diameter of 2.1 ± 0.9 μm is prepared via high-shear homogenization using excess nanoparticles as an emulsifier. Then, this precursor macroemulsion is subjected to high-pressure microfluidization (a single pass at an applied pressure of 20,000 psi) to produce glycerol droplets of approximately 200-250 nm diameter. Transmission electron microscopy studies indicate preservation of the distinctive superstructure produced by nanoparticle adsorption at the glycerol/mineral oil interface, thus confirming the Pickering nature of the nanoemulsion. Glycerol is sparingly soluble in mineral oil, thus such nanoemulsions are rather susceptible to destabilization via Ostwald ripening. Indeed, substantial droplet growth occurs within 24 h at 20 °C, as judged by dynamic light scattering. However, this problem can be suppressed by dissolving a non-volatile solute (sodium iodide) in glycerol prior to formation of the nanoemulsion. This reduces diffusional loss of glycerol molecules from the droplets, with analytical centrifugation studies indicating much better long-term stability for such Pickering nanoemulsions (up to 21 weeks). Finally, the addition of just 5% water to the glycerol phase prior to emulsification enables the refractive index of the droplet phase to be matched to that of the continuous phase, leading to relatively transparent nanoemulsions.