We construct the explicit form of three almost-complex structures that a Ri
emannian manifold with self-dual curvature admits and show that their Nijen
huis tensors vanish so that they are integrable. This proves that gravitati
onal instantons with self-dual curvature admit hyper-Kahler structure. In o
rder to arrive at the three vector-valued 1-forms defining almost-complex s
tructure, we give a spinor description of real four-dimensional Riemannian
manifolds with Euclidean signature in terms of two independent sets of two-
component spinors. This is a version of the original Newman-Penrose formali
sm that is appropriate to the discussion of the mathematical, as well as ph
ysical properties of gravitational instantons. We shall build on the work o
f Goldblatt who first developed an NP formalism for gravitational instanton
s but we shall adopt it to differential forms in the NP basis to make the f
ormalism much more compact. We shall show that the spin coefficients, conne
ction 1-form, curvature 2-form, Ricci and Bianchi identities, as well as th
e Maxwell equations naturally split up into their self-dual and anti-self-d
ual parts corresponding to the two independent spin frames. We shall give t
he complex dyad as well as the spinor formulation of the almost-complex str
uctures and show that they reappear under the guise of a triad basis for th
e Petrov classification of gravitational instantons. Completing the work of
Salamon on hyper-Kahler structure, we show that the vanishing of the Nijen
huis tensor for all three almost-complex structures depends on the choice o
f a self-dual gauge for the connection which is guaranteed by virtue of the
fact that the curvature 2-form is self-dual for gravitational instantons.