Laboratory-scale analysis of natural rocks provides petrophysical properties such as density, porosity, pore diameter/pore-throat diameter distribution, and fluid accessibility, in addition to the size and shape of framework grains and their contact relationship with the rock matrix. Different types of laboratory approaches for petrophysical characterization involve the use of a range of sample sizes. While the sample sizes selected should aim to be representative of the rock body, there are inherent limitations imposed by the analytical principles and holding capacities of the different experimental apparatuses, with many instruments only able to accept samples at the μm–mm scale. Therefore, a total of nine (three limestones, three shales, two sandstones, and one dolomite) samples were collected from Texas to fill the knowledge gap of the sample size effect on the resultant petrophysical characteristics. The sample sizes ranged from 3 cm cubes to <75 μm particles. Using a combination of petrographic microscopy, helium expansion pycnometry, water immersion porosimetry, mercury intrusion porosimetry, and (ultra-) small-angle X-ray scattering, the impact of sample size on the petrophysical properties of these samples was systematically investigated here. The results suggest that the sample size effect is influenced by both pore structure changes during crushing and sample size-dependent fluid-to-pore connectivity.