We investigate Raman spectra (100 cm to 3900 cm) of magnesium oxide nanoparticles with nominal sizes of 10 nm, 20 nm, 40 nm, 50 nm, and 300 nm. The crystal structure of MgO prohibits first-order modes and yet, there are numerous reports of relatively intense peaks throughout the literature. Raman signals at approximately 278 cm and 445 cm that were attributed to MgO nanoparticles by previous authors are shown to belong to layers of Mg(OH) formed on the surface of MgO nanoparticles. Through an annealing process at 400 °C in an O atmosphere, we observe that modes in the 3700 cm spectral region, which are a signature of OH groups, disappear together with modes at 278 cm and 445 cm, thus establishing a necessary criterion to associate all of these peaks to the presence of OH groups on the surface.