Prussian blue analogues (PBA) ferromagnetic nanoparticles Cs I x Ni II [Cr III (CN)6 ] z ·3(H2O) embedded in CTA+ (cetyltrimethylammonium) matrix have been investigated by magnetometry and magnetic small-angle neutron scattering (SANS). Choosing particle sizes (diameter D = 4.8 and 8.6 nm) well below the single-domain radius and comparable volume fraction of particle, we show that the expected superparamagnetic regime for weakly anisotropic isolated magnetic particles is drastically affected due to the interplay of surface/volume anisotropies and dipolar interactions. For the smallest particles (D = 4.8 nm), magnetocrystalline anisotropy is enhanced by surface spins and drives the system into a regime of ferromagnetically correlated clusters characterized by a temperature-dependent magnetic correlation length L mag which is experimentally accessible using magnetic SANS. For D = 8.6 nm particles, a superparamagnetic regime is recovered in a wide temperature range. We propose a model of interacting single-domain particles with axial anisotropy that accounts quantitatively for the observed behaviors in both magnetic regimes.