Semiconductors doped with magnetic ions, also known as dilute magnetic semiconductors, are both semiconducting and ferromagnetic. It remains unclear, however, whether this ferromagnetism is intrinsic, as is required for spintronic applications, or is due instead to dopant clustering. Here, we report conclusive evidence for intrinsic ferromagnetism in individual ZnO nanoparticles doped with transition metal ions. Through a simultaneous magnetic and microstructural characterization using electron magnetic chiral dichroism and channelling-enhanced electron energy loss microanalysis, respectively, we show that ZnO nanoparticles have intrinsic ferromagnetism when doped with cobalt, but not when doped with iron.