High-resolution superconducting quantum interference device magnetization measurements in lead nanoparticles with particle size d less than the superconducting coherence length are used to study zero-dimensional fluctuating diamagnetism. The diamagnetic magnetization M dia ͑H, T = const͒ as a function of the applied magnetic field H at constant temperature is reported in the critical region and compared with the observed behavior in the temperature range where the first-order fluctuation corrections are expected to hold. The magnetization curves are analyzed in the framework of exact fluctuation theories based on the GinzburgLandau functional for ӷ d. The role of the upturn field H up , where the slope of M dia ͑H͒ changes sign, is discussed. The relevance of the magnetization curves over a wide range of magnetic fields and the role of H up for the study of fluctuating diamagnetism, in particular, when the first-order fluctuation correction breaks down, is pointed out. The size and temperature dependences of H up in the critical region are obtained from the experimental data and compared to the theoretical derivations for M dia .