A neutron study of nanocrystalline terbium (Balaji G et al 2008 Phys. Rev. Lett. 100 227202) has shown that the randomly oriented anisotropy of the paramagnetic susceptibility tensor may lead to strongly correlated nanoscale spin disorder in the paramagnetic state which can be probed very effectively by magnetic small-angle neutron scattering (SANS). In principle, this scenario is also applicable to other rare-earth metals and the size of the effect is expected to scale with the strength of the anisotropy in the paramagnetic state. Here, we report SANS results (in the paramagnetic state) on nanocrystalline inert-gas condensed samples of Gd and Ho, which represent the cases of low and high anisotropy, respectively.