Nitriding is a thermo-chemical surface treatment of steels providing an improved fatigue and wear resistance. This treatment is based on nitrogen diffusion involving the precipitation of nano-scaled nitrides from the solid solution at the near surface of the nitrided piece. Nitriding involves a complex microstructural evolution both in time and depth including diffusion of nitrogen and precipitation of nitrides but also coarsening and dissolution of carbides resulting in diffusion of carbon. However the chemical composition of nano-scaled precipitates remains controversial, in particular regarding the iron content in nano-nitrides that may substitute alloying elements. In this framework, anomalous small-angle X-ray scattering was used to bring quantitative data on the distribution and composition of the nano-scaled phases in a Fe-3Cr-0.3C steel as a function of depth.