Multilayer thin films consisting of 10 bilayers of (Al2O3+Ni)/Al2O3 were deposited by magnetron sputtering onto Si(100) substrate. Nickel nanoparticles are formed inside amorphous alumina matrix by self-assembly growth process. It was determined by GISAXS measurements that nickel particles are spheroidal with diameter < 3 nm and that they form paracrystal-like body-centered tetragonal lattice. Magnetic properties of the prepared thin films were studied. Due to the nanometer size of nickel particles, their magnetic structure is single domain and they show superparamagnetic behaviour. Anisotropy of magnetic properties was observed when magnetic field is applied parallel or perpendicular to the thin film surface and it was attributed to dipole-dipole interactions between particles. This was confirmed using simulations of the M(H) curve of the 2D superlattice of the identical superparamagnetic particles, which was performed using Monte Carlo method and Metropolis algorithm.