As there is growing interest in laterally confined, small magnetic particles in the sub‐µm and sub‐100 nm regime, researchers look for techniques which are capable to quantitatively measure magnetic properties in this range. Electron microscopy offers a technique which combines very high lateral resolution down to presently 5 nm and at the same time high sensitivity to the specimen's magnetic induction. However, to understand fully the present and future possibilities of ‘Lorentz’ electron microscopy, a brief introduction to the main techniques, such as Fresnel and Foucault imaging, differential phase contrast and electron holography has to be given. This more technical section is followed by various examples of what can be achieved today–measurement of hysteresis loops of individual particles, observation of magnetic configuration in the deep sub‐µm regime, observation of magnetic stray fields–and what will probably be possible in near future.