A distinctive feature of oxide dispersion-strengthened alloys and steels, which provides a significant increase in heat resistance in comparison with traditional materials, is a significant number of homogeneously distributed nanoscale inclusions (oxides and clusters). For detailed characterization of such materials, a set of techniques is used, such as transmission electron microscopy, atom-probe tomography, as well as small-angle scattering of X-rays and neutrons. The latter techniques make it possible to analyze the largest volume of material, while maintaining the ability to detect various nanoscale features. Since ferritic-martensitic oxide dispersion-strengthened steels are ferromagnetic materials, magnetic scattering have to be taken into account in the processing of small-angle neutron scattering data. The nanostructure of ferritic-martensitic oxide dispersion-strengthened steels with different alloying systems (different content of Cr, V, W, Al and Zr) is investigated by small-angle neutron scattering. A comparison of the results of the study of the nanostructure of steels (oxide particles and clusters) in the ferromagnetic state with and without magnetic scattering is carried out. It is shown that oxide particles have a significantly higher magnetic contrast in comparison with nanoscale clusters. At the same time, the most accurate hardness values can be obtained by taking into consideration of both oxide inclusions and clusters.