In order to research the effect of X-ray fluorescence (XRF) analysis on the results in the sample’s micro particles, MCNPX models had been established for an X-ray fluorescence analyzer in this paper. It had studied the characteristics of the samples with different particle sizes, the fluorescence peak counts, the peak to total ratios and the peak to source ratios. A micro particle analysis experiment had been designed for its verification. The results showed that: as for the relationship between the fluorescence intensity and the particle sizes, the MCNPX calculations were consistent with the theoretical, but contrary with the experimental results; the reason is that some hypotheses about samples in the MCNPX models were contrary with the actual states; the samples were crushed by grinding to small particles and tableting process, the MCNPX calculations and experimental results can be conversion; when the particle sizes of the samples reached the certain sizes, the fluorescence peak counts, the peak to total ratios and the peak to source ratios were stable value; within a particular size range, the influence of the particle size effects cannot be ignored, otherwise this influence can be ignored. The research methods and conclusions in this paper can provide a technical reference guide for X-ray analysis in practices.