Voltammetry of microparticles is applied to characterise and to identify solid analytes of interest in the field of cultural heritage. Nafion® is used for the immobilisation of solid microparticles onto the surface of a glassy carbon electrode by exploiting the deposition onto the electrode surface of a micro-volume of a suspension of the microsample in polymeric solution. Cyclic voltammetry and square wave voltammetry are applied to characterise and to identify the microparticles immobilised in the Nafion® coating. The analyte studied in this work is Prussian Blue as a typical inorganic pigment, with a relatively simple electrochemical behaviour. The proposed method is applied to a sample of Venetian marmorino plaster. The performance of Nafion® for this analysis is compared with that of the polymer Paraloid B72.