Recently, interest in magnetic particles, particularly in the nanometre-size range, has increased significantly. The main driving forces behind this interest are both the development of improved synthesis techniques and an increase in the number of potential applications for suitable magnetic nanoparticles. A critical factor of interest in both the synthesis and the development of applications is the particle-size distribution. In this paper, we investigate three common techniques for determining the particle-size distribution of magnetic nanoparticles (electron microscopy, magnetic measurements and small-angle neutron scattering). We compare the distributions determined by each technique for two standard samples and discuss their advantages, disadvantages and limitations.