We report the evidence of a core–shell structure in the antiferromagnetic La_0.2Ce_0.8CrO₃ nanoparticles by using a combination of neutron diffraction, polarized neutron small angle scattering (SANSPOL), and dc magnetization techniques. The neutron diffraction study establishes that the present nanoparticles are antiferromagnetic in nature. The magnetic scattering in the SANSPOL study arises from the shell part of the nanoparticles due to the disordered surface spins. The analysis of the SANSPOL data shows that these nanoparticles have a mean core diameter of 12.3 ± 1.1 nm, and a shell thickness of 2.8 ± 0.4 nm, giving a core–shell structure with an antiferromagnetic core, and a shell with a net magnetic moment under an applied magnetic field.