In the quest to image the three-dimensional magnetization structure we show that the technique of magnetic small-angle neutron scattering (SANS) is highly sensitive to the details of the internal spin structure of nanoparticles. By combining SANS with numerical micromagnetic computations we study the transition from single-domain to multi-domain behavior in nanoparticles and its implications for the ensuing magnetic SANS cross section. Above the critical single-domain size we find that the cross section and the related correlation function cannot be described anymore with the uniform particle model, resulting e.g. in deviations from the well-known Guinier law. We identify a clear signature for the occurrence of a vortex-like spin structure at remanence. The micromagnetic approach to magnetic SANS bears great potential for future investigations, since it provides fundamental insights into the mesoscale magnetization profile of nanoparticles.