In sharp contrast to previous studies on FeRh bulk, thin films, and nanoparticles, we report the persistence of ferromagnetic order down to 3 K for size-selected 3.3 nm diameter nanocrystals embedded into an amorphous carbon matrix. The annealed nanoparticles have a B2 structure with alternating atomic Fe and Rh layers. X-ray magnetic dichroism and superconducting quantum interference device measurements demonstrate ferromagnetic alignment of the Fe and Rh magnetic moments of 3 and 1 mu(B), respectively. The ferromagnetic order is ascribed to the finite-size induced structural relaxation observed in extended x-ray absorption spectroscopy. DOI: 10.1103/PhysRevLett.110.087207