We report on the magnetic characterization of Fe oxide nanoparticles by laser pyrolysis and the relationship between the preparation conditions and the magnetic response. It is shown that controlling the preparation conditions during the pyrolisis allows tuning the nanoparticles morphology and structure and consequently the magnetic properties of the nanoparticles. The nanoparticles are loaded into solid lipid nanoparticles without degradation nor significant modification of the magnetic properties.