The behaviour of lead particles, with size up to 100 nm, embedded in a SiO matrix have been investigated versus temperature by dark field electron microscopy. When the particle is not spherical, it is shown that the melting process initiates on the surface regions of the particle where curvature is maximum. The process is continuous and reversible as far as a solid core exists. When the temperature increases, the volume of the solid core decreases and its shape evolves towards a sphere. Final melting of the core occurs as a first order transition (with size effect). These direct observations are in good agreement with previous results deduced from a high-sensitive reflectance experiment which gives an information averaged on the size and the state of the particles. Emphasis is laid on the dimension of the particle perpendicular to the substrate which is not generally obtained through electron microscopy measurements and appears here as an important parameter.