For a Cu single crystal, we find that indentation hardness increases with decreasing indentation depth, a phenomenon widely observed before and called the indentation size effect (ISE). To understand the underlying mechanism, we measure the lattice rotations in indentations of different sizes using white beam x-ray microdiffraction (μXRD); the indentation-induced lattice rotations are directly measured by the streaking of x-ray Laue spots associated with the indentations. The magnitude of the lattice rotations is found to be independent of indentation size, which is consistent with the basic tenets of the ISE model. Using the μXRD data together with an ISE model, we can estimate the effective radius of the indentation plastic zone, and the estimate is consistent with the value predicted by a finite element analysis. Using these results, an estimate of the average dislocation densities within the plastic zones has been made; the findings are consistent with the ISE arising from a dependence of the dislocation density on the depth of indentation.