The adsorption of insulin at an oil-water interface was studied with fluorescence correlation spectroscopy (FCS). FCS is able to measure diffusion properties of insulin at nanomolar concentrations, making it possible to detect the very early steps in the adsorption process. Below 20 nM bulk insulin concentration, the insulin molecules adsorbed to the surface diffuse freely at all times during the experiment (a few hours). At higher concentrations, a surprisingly abrupt transition to a slow diffusion phase is observed. Based on the information about both diffusion times and molecular brightness derived from the FCS experiments, we suggest that the transition represents the formation of a fractal network. FCS may be a valuable tool in pharmaceutical formulation science, because it provides information about concentration buildup and phase changes at interfaces formed in drug delivery systems.