The coercivity of near single domain size Nd₂Fe₁₄B-type particles prepared by ball milling of HDDR-treated Nd_12.5Fe_80.6B_6.4Ga_0.3Nb_0.2 alloy was investigated. The feasibility of a surface nitrogenation for improving the coercivity stability of the fine Nd₂Fe₁₄B-type particles was also studied. The near single domain size Nd₂Fe₁₄B-type  particles had a high coercivity of over 9 kOe. However, the coercivity radically deteriorated as the temperature increased in air (< 2 kOe at 200 ^oC). This coercivity reduction was attributed to the soft magnetic phases, α-Fe and Fe₃B, which formed on the surface of the fine particle due to oxidation. Surface nitrogenation of the fine particles significantly improved the stability of their coercivity. The improvement in coercivity stability was attributed to the formation of a thin nitrogenated layer on the surface of the fine Nd₂Fe₁₄B-type particles, which enhanced the anisotropy field and gave improved resistance to oxidation (dissociation).