Hydrogen storage properties of supported Pd nanoparticles with average sizes in the range from 2.7 nm to 7.6 nm were studied using indirect nanoplasmonic sensing. For each particle size a series of isotherms was measured and, through Van't Hoff analysis, the changes in enthalpy upon hydride formation/decomposition were determined. Contrary to the expected decrease of the enthalpy, due to increasing importance of surface tension in smaller particles, we observe a very weak size dependence in the size range under consideration. We attribute this to a compensation effect due to an increased fraction of hydrogen atoms occupying energetically favorable subsurface sites in smaller nanoparticles.