Size effects, such as structure transition, have been reported in small clusters of alkali halide compounds. We extend the study to rare earth sesquioxide (Gd(2)O(3)) clusters which are as ionic as the alkali halide compounds, but have a more complicated structure. In a clean and controlled environment (ultra high vacuum), such particles are well crystallized, facetted and tend to adopt a rhombic dodecahedron shape. This indicates the major role of highly ionic bonds in preserving the crystal lattice even at small sizes (a few lattice parameter). Based on both cathodo-luminescence and transmission electron microscopy, we report the existence of a structural transition from bcc to monoclinic at small sizes.