Short-range ordered domains, such as nano-scale clusters and intermetallic precipitates, are important structural constituents in high-performance materials. A challenge exists in the characterization of these domains although several complementary analytical tools have been applied. This paper presents recent development of a quantitative X-ray diffraction method, in which a Gaussian approach is employed to fit every single diffraction peak of a diffraction curve acquired from a material containing nano-scale ordered domains. Consequently, the domains can be quantitatively characterised for their chemical compound identification, coherent lattice mismatch to the parent phase, and grain size. Two sample alloys have been employed to demonstrate the quantitative analysis. In a nickel based alloy, Nimonic 263, the intermetallic gamma'-Ni-3(Al, Ti) is an ordered solid solution precipitate coherently precipitating from the gamma-Ni parent phase. The coherent lattice mismatch between the gamma' and gamma has been determined through the quantitative analysis. In the second example, the metastable expanded austenite (gamma(N)) phase generated on the surface of an austenitic stainless steel has been characterised to reveal the formation of nano-scale quisi-crystalline clusters of CrN, Cr2N and Fe4N compounds.