The low energy cluster beam deposition (LECBD) technique is used to prepare original magnetic nanostructures from Co-based clusters preformed in the gas phase and subsequently embedded in non-magnetic matrices in ultrahigh vacuum. Nanostructured films of pure cobalt and mixed CoM clusters (with M = Ag or Pt) with controlled sizes and compositions have been investigated. We study the correlations between the specific structure, morphology and the resulting magnetic properties obtained for individual nanoclusters by the highly sensitive microSQUID magnetometry technique and on assemblies of non-interacting clusters by conventional techniques. From the role of various contributions, we will underline at the nanometre scale the dominant role of the surface/interface effects on the magnetic anisotropy.