The use of nanoscale electrocatalysts is a promising strategy for achieving high catalyst activity due to their large surface area. However, catalyst activity is not directly correlated to particle size. To understand this discrepancy, many studies have been conducted, but a full understanding has still not been achieved, despite the importance of particle size effects in designing an active catalyst. In this review, we focus on the discussion of particle size effects on the oxygen reduction reaction, and also discussed the nanoscale design beyond the nanoparticle to the meso and macroscale design.