The magnetoresistance (MR) of bulk graphite with different particle sizes is investigated. The MR of the graphite decreases with the particle size decreases. The graphite with micro-sized particles has a positive MR and exhibits positive linear field dependence of MR at about 50 K, whereas the graphite with particle size of 30.2 nm has a negative MR and exhibits negative linear field dependence of MR at about 25 K. The possible mechanism for the MR of graphite can be partially understood using ordinary MR theory, weak localization theory and diffuse scattering theory.