The development of high spatial resolution and element sensitive magnetic characterization techniques to quantitatively measure magnetic parameters of individual nanoparticles (NPs) and deeply understand and tune their magnetic properties is a hot topic in nanomagnetism. Magnetic force microscopy (MFM), thanks to its high lateral resolution, appears as a promising technique for the magnetic characterization of single nano-sized materials although it is still limited by some drawbacks, especially by the presence of electrostatic artifacts. Recently, these limitations have been overcome by the development of a particular MFM based technique called controlled magnetization - MFM (CM-MFM) allowing, in principle, a quantifiable correlation between the measured magnetic signal and the magnetization of the object under investigation. Here we propose an experimental procedure, based on the use of CM-MFM technique, to measure the magnetization curve of single magnetic NPs individuating their saturation magnetization, magnetic field, and coercivity. We measured, for the first time, the magnetization curves of individual FeO nanoparticles with diameters in the range of 18-32 nm by using a MFM instrument. Results are in very good agreement with the quantitative data obtained by SQUID analysis on a macroscopic sample, showing the high potential of the technique in the field of nanomagnetometry.