The effect of grain sizes on the electromagnetic properties of Mn–Zn ferrites has been studied up to MHz range. The average grain sizes ranging between 2 and 5 μm were obtained by varying the sintering time from 2 to 12 h. The total power loss at 1 MHz, 25 mT, and 100 °C increased with grain size. The hysteresis loss decreased with increasing grain size, while the eddy current loss and the residual loss increased. The residual loss showed a drastic increase at the grain size around 4 μm, which confirms that the residual loss due to the domain wall resonance should be taken into account at a grain size greater than the monodomain dimension.