This work sheds light on the exceptional robustness of anatase TiO₂ when it is downsized to an extreme value of 4 nm. Since at this size the surface contribution to the volume becomes predominant, it turns out that the material becomes significantly resistant against particles coarsening with temperature, entailing a significant delay in the anatase to rutile phase transition, prolonging up to 1000 °C in air. A noticeable alteration of the phase stability diagram with lithium insertion is also experienced. Lithium insertion in such nanocrystalline anatase TiO₂ converts into a complete solid solution until almost Li₁TiO₂, a composition at which the tetragonal to orthorhombic transition takes place without the formation of the emblematic and unwished rock salt Li₁TiO₂ phase. Consequently, excellent reversibility in the electrochemical process is experienced in the whole portion of lithium content.