Examples of self-assembled multiple emulsion droplets on the nanometre scale are very rare. In this work, we use coarse-grained (CG) molecular dynamics simulations to study the self-assembly of ternary mixtures consisting of water, n-heptane, and nonionic surfactant tetraethylene glycol monododecyl ether (C12E4). The water volume fractions studied are 1%, 3%, and 5%, respectively. Various nanoscale emulsions are obtained in a spontaneous process. When the water/surfactant volume ratio v_m/s = 1.0/1.0, the obtained emulsion droplets are identified as oil-in-water-in-oil (O/W/O) double types, consisting of an oil core, an inner surfactant layer, a water layer, and an outer surfactant layer. The water molecules are distributed around the hydrophilic ends of the surfactants, while the hydrophobic ends of the surfactants wrap the oil cores and penetrate into the oil bulk. Hydrogen-bond interactions among water and the hydrophilic ends of the surfactants form cross-links that stabilize the double emulsion droplets. The sizes of all the oil cores inside the droplets are <6 nm in diameter, even with the highest water volume fraction of 5%. Both the concentration of free water molecules on the order of 10⁻⁶ mol/cm³ and the favourable energy change during emulsion formation indicate that the emulsion droplets are thermodynamically stable. In contrast, for v_m/s = 1.0/5.5, no double emulsion but a simple water-in-oil emulsion was observed, with morphologies evolving from oblate to bicontinuous phases with an increase in the water volume fraction from 1% to 5%. Our coarse-grained molecular dynamics simulations provide valuable insight for the preparation of nanoscale double emulsions and the characterization of their structures.