The paper presents a statistical study of nanoindentation results obtained in seven European laboratories that have joined a round robin exercise to assess methods for the evaluation of indentation size effects. The study focuses on the characterization of ferritic/martensitic steels T91 and Eurofer97, envisaged as structural materials for nuclear fission and fusion applications, respectively. Depth-controlled single cycle measurements at various final indentation depths, force-controlled single cycle and force-controlled progressive multi-cycle measurements using Berkovich indenters at room temperature have been combined to calculate the indentation hardness and the elastic modulus as a function of depth applying the Oliver and Pharr method. Intra- and inter-laboratory variabilities have been evaluated. Elastic modulus corrections have been applied to the hardness data to compensate for materials related systematic errors, like pile-up behaviour, which is not accounted for by the Oliver and Pharr theory, and other sources of instrumental or methodological bias. The correction modifies the statistical hardness profiles and allows determining more reliable indentation size effects.