Cobalt aluminum ferrites have been synthesized by citrate–nitrate auto combustion method. To obtain different crystallite sizes, the prepared powder was heated at different temperatures. X-ray diffraction (XRD) measurements showed that all the prepared samples were crystalized in single phase cubic spinel structure. Different heat treatments lead to different particle sizes which was confirmed by transmission electron microscopy (TEM) micrograph. The crystallite size (D) of the prepared samples ranges from 5 to 37 nm. The structure and elastic properties were investigated using Fourier-transform infrared (FTIR) spectroscopy. The elastic moduli and Debye temperature were calculated out of the FTIR results. The magnetic properties were studied using vibrating sample magnetometer (VSM) and the magnetic parameters; saturation magnetization (MS) and coercitvity (Hc) were determined. The MS and Hc size dependence of CoFeAlO4 nanoparticles introduce a distinctive behaviour; from a structure with multi magnetic domains (D> 9 nm) to that without magnetic domains (single domain structure) below D= 9 nm. Interestingly, the signature of the change from multi-domain to a single magnetic domain is reflected in the size dependence of the elastic moduli and Debye temperature obtained from FTIR results