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Nanocrystalline rare-earth intermetallics and alloys are novel materials with high surface area which differs appreciably in properties from the corresponding bulk material and provides great opportunities for to create the different devices, e.g., the ecologically safe magnetic refrigerators. The rare earth metal Gd is an excellent magnetic refrigerant material due to its superior magnetocaloric properties. The main purpose of this work is to examine the influence of nanostructural state on Curie temperature, the value of magnetocaloric effect, and the cooling capacity of gadolinium. The melt-spun alloys were received using the method of rapid quenching, on a fast-rotating copper disk with a linear rotation speed of 15 m/s. Complex investigations of the melt-spun Gd have been carried out by magnetization and magnetocaloric measurements and by electron paramagnetic resonance (EPR) spectroscopy near Curie temperature. It was found that the decrease of size of gadolinium grains to the nano-crystalline state leads both to the significant change in a temperature, at which magneto-caloric effect reaches maximum, and to an increase in the value of cooling capacity. At all temperatures the sample shows anisotropic Dyson-like EPR spectra due to skin-effect. The resonance parameters strongly depend on the sample orientation with respect to the external magnetic field B0 . Above the ferromagnetic transition the EPR spectra are narrowed and shifted to higher magnetic fields. Our analysis shows that EPR spectra in nano-crystalline gadolinium differ in some respect from those in the bulk counterpart.