Small angle neutron scattering (SANS) method was used to study lysozyme solutions, with particular interest in an understanding of the crystallization process at the initial stage. It is found that (1) in the unsaturated solution, the protein molecules aggregate with a continuous increase in size when NaCl concentration is increased, and (2) in the supersaturated solution, an irreversible change, superimposed on the former process, occurs when the supersaturation is realized. These facts indicate the usefulness of SANS in detecting changes of protein molecules in solution on the nanometer scale. The reliability of the SANS results are indicated by (1) comparing them with those of small angle X-ray scattering (SAXS), and (2) comparing the effect of D(2)O and H(2)O as solvent. Since the interparticle interaction is essential in the crystallization process and a simple Guinier plot analysis is not allowed, a more rigorous framework of analyzing data with interference function is developed, through which both average interparticle distance and particle size are estimated.