We have determined the surface tension of small Lennard-Jones clusters using molecular dynamics and Monte Carlo simulation methods as well as density functional theory calculations. For the two simulation methods the surface tension is calculated via a rigorous thermodynamic route using simulation data as input. The capillary approximation of the classical nucleation theory, where the surface tension of a planar surface is used for cluster surface, is found to be quite reasonable even when the cluster size is as small as 100-150 atoms. For smaller cluster sizes the cluster surface tension is considerably lower than the planar value. We have also obtained an approximative value for the Tolman length by extrapolating to the planar limit the difference between the equimolar radius and the radius of the surface of tension. A negative Tolman length is suggested by all the methods used.