Cell nuclei segmentation is a challenging task, especially in real applications, when the target images significantly differ between them. This task is also challenging for methods based on convolutional neural networks (CNNs), which have recently boosted the performance of cell nuclei segmentation systems. However, when training data are scarce or not representative of deployment scenarios, they may suffer from overfitting to a different extent, and may hardly generalise to images that differ from the ones used for training. In this work, we focus on real-world, challenging application scenarios when no annotated images from a given dataset are available, or when few images (even unlabelled) of the same domain are available to perform domain adaptation. To simulate this scenario, we performed extensive cross-dataset experiments on several CNN-based state-of-the-art cell nuclei segmentation methods. Our results show that some of the existing CNN-based approaches are capable of generalising to target images which resemble the ones used for training. In contrast, their effectiveness considerably degrades when target and source significantly differ in colours and scale.