Advances in the field of chemistry often involve nanoparticles, in which the structural transition is surprisingly different from the bulk material, and the difference between them is mainly attributed to the size of the nanoparticles. In this paper, tetragonal nano-CuFe2O4 (t-CuFe2O4) with different sizes ranging from 32 to 79 nm was prepared using the high temperature solid phase method. The structural transition of nano-CuFe2O4 from tetragonal to cubic was determined by differential scanning calorimetry (DSC). The theoretical derivations and experimental tests indicate that, as the size decreases, the temperature, the enthalpy, and the entropy of the structural transition of nano-CuFe2O4 decrease accordingly and present linear variation with the reciprocal of size, respectively. Furthermore, the effect of particle sizes on the magnetic properties of nano-CuFe2O4 was investigated. The results show that the size of nano-CuFe2O4 can obviously affect the magnetic properties: with the particle size of nano-CuFe2O4 decreasing, the saturated magnetic induction decreases, the coercivity increases, while the remanence decreases.