The magnetic properties of nanometric TbAI2 alloys have been investigated. The Curie temperature (T(c)) of these nanometric alloys is strongly size dependent and decreases from 103 K for the bulk alloy down to 98 K for the 14 nm alloy, as the particle volume is reduced. This reduction of T(c) has been explained by a finite-size scaling law of type [T(c)(D) -T(c)(infinity)]/T(c)(infinity) = -(D/D0)-(1/vp), with v = 0.7 and D0 = 2.2a (a, the lattice parameter), in agreement with the three-dimensional Heisenberg model. The size dependence of the coercivity has also been established. An increase of the coercivity from 0.08 kOe (bulk) to 1 kOe for 10 h milled alloy, indicates the crossover from multidomain to single domain behavior around 85 nm, as expected from the estimate of the critical size of monodomain particles. The field dependence of the magnetization indicates a faster thermal reduction of the magnetization of the nanosized alloys (17% in 300 h milled alloy with mean particle size of 14 nm) related to the bulk (3%), in the temperature range between 5 K and 30 K. The results can be explained as a direct consequence of the competing effects of the surface and the purely finite-size effects, in an ensemble of nanometric particles suffering interactions.