We investigated the spray deposition and subsequent self-assembly during drying of a polystyrene nanoparticle dispersion with in situ grazing incidence small-angle X-ray scattering at high time resolution. During the fast deposition of the dispersion and the subsequent evaporation of the solvent, different transient stages of nanoparticle assembly can be identified. In the first stage, the solvent starts to evaporate without ordering of the nanoparticles. During the second stage, large-scale structures imposed by the breakup of the liquid film are observable. In this stage, the solvent evaporates further and nanoparticle ordering starts. In the late third drying stage, the nanoparticles self-assemble into the final layer structure.