We have investigated the magnetic state of Nd0.4Sr0.6MnO3 with the variation of its grain size down to average nanometric diameter (40 nm). The bulk sample is antiferromagnetic (AFM) in nature. However, on reduction of the grain size, emergence of ferromagnetic behavior is experimentally observed. Linear and nonlinear ac magnetic susceptibility measurements reveal that ferromagnetic nature is enhanced as the grain size is reduced. Large coercivity and bifurcation between zero field cooled and field cooled magnetization curves indicate an intrinsic disorder and large anisotropy in the system. Observed behaviors are attributed to surface disorder as well as to possible pressure effect on nano grains.