Methylammonium (MA) lead halide perovskites have been widely studied as active materials for advanced optoelectronics. As crystalline semiconductor materials, their properties are strongly affected by their crystal structure. Depending on their applications, the size of MA lead halide perovskite crystals varies by several orders of magnitude. The particle size can lead to different structural phase transitions and optoelectronic properties. Herein, we investigate the size effect for phase transition of MA lead bromide (MAPbBr3) by comparing the temperature-dependent neutron powder diffraction patterns of microcrystals and nanocrystals. The orthorhombic-to-tetragonal phase transition occurs in MAPbBr3 microcrystals within the temperature range from 100 to 310 K. However, the phase transition is absent in nanocrystals in this temperature range. In this work, we offer a persuasive and direct evidence of the relationship between the particle size and the phase transition in perovskite crystals.