The formation of nanoparticles (NPs) by means of reverse microemulsions results in generally homogeneous shapes with fairly narrow size distributions. We report here a study of the behaviour of the microemulsion (NaAOT/Isooctane/water) during the formation of copper hexacyanoferrate NPs inside water nanodroplets (CuPBA for Prussian Blue Analogous). Small angle X-ray and neutron scattering (SAXS, SANS) provide additional information on the size, shape and interaction between the micelles. SAXS shows that as soon as CuPBA NPs are present in the system, long-range interactions occur between the micelles, even for the smallest amount of NPs. On the other hand, the SANS matching technique allows to consider only the diffusion of the NPs by deactivating the diffusion of the rest of the system. The size of the NPs found with SANS is in agreement with TEM observations for intermediate contents of aqueous phase in the microemulsion (5.1 ± 0.9 nm for w = 10). Finally, FTIR and XRD confirm the formation of CuPBA networks. Moreover, TEM shows that the size of the NPs is in agreement with the radius of the nanodroplets given by SAXS, except for a higher water content where the system is closer to destabilisation, thus producing larger NPs with a wide size distribution (13.6 ± 4.6 nm for w = 20) compared to the droplet radius.