Particle-laden flows are of relevant interest in many industrial and natural systems. When the carrier flow is turbulent, a striking phenomenon occurs, where particles with inertia tend to segregate in clusters, also leading to depleted regions. This « unmixing » mechanism, called preferential concentration, results from the interaction of the particles with the multi-scale and random structure of turbulence. The exact mechanism at play and the full dynamical consequences still remain however to be unveiled. I will present recent experimental investigations of clustering of small particles in turbulence, emphasizing the effects of Reynolds number (Re, quantifying the turbulence intensity), particles Stokes number (St, quantifying particles inertia) and particles volume fraction on preferential concentration.