Iron is an important sheath material for fabrication of MgB2 wires. However, the effect of Fe doping on the superconducting properties of MgB2 remains controversial. In this work, we present results of nano-scale Fe particle doping in to MgB2. The Fe doping experiments were performed using both bulk and thin film form. It was found that Fe doping did not affect the lattice parameters of MgB2, as evidenced by the lack of change in the XRD peak positions for MgB2. Because of the high reactivity of nano-scale Fe particles, Fe doping is largely in the form of FeB at low doping level while Fe2B was detected at 10wt% doping by both XRD and TEM. There is no evidence for Fe substitution for Mg. The transition temperature decreased modestly with increasing Fe doping levels. The Jc(H) performance was severely depressed at above 3wt% doping level. The detrimental effect of nano-scale Fe doping on both Tc and Jc(H) is attributable to the grain decoupling as a result of magnetic scattering of Fe-containing dopants at grain boundaries.