Macroscopic (adsorption isotherm and micro-calorimetry measurement) and microscopic (in situ X-ray diffraction and IR spectroscopy) approaches were used to study the influence of water adsorption on gamma-Fe2O3 nanoparticles. A nonmonotonic variation of gamma-Fe2O3 lattice parameter is revealed when the relative water pressure (p/p(0)) increases from 0.03 to 0.96 with a maximum deviation for p/p(0) approximate to 0.1. With IR spectroscopy, similar results were observed since a modification of gamma-Fe2O3 structural bands has been shown. In situ investigations as well as thermodynamics considerations lead to one important conclusion: the variation of the lattice parameter is in relation with the strains induced during the formation of water monolayer on the nanoparticles surface.