A setup for measuring the high-frequency hysteresis loops of magnetic samples is described. An alternating magnetic field in the range 6–100 kHz with amplitude up to 80 mT is produced by a Litz wire coil. The latter is air-cooled using a forced-air approach so no water flow is required to run the setup. High-frequency hysteresis loops are measured using a system of pick-up coils and numerical integration of signals. Reproducible measurements are obtained in the frequency range of 6–56 kHz. Measurement examples on ferrite cylinders and on iron oxide nanoparticle ferrofluids are shown. Comparison with other measurement methods of the hysteresis loop area (complex susceptibility, quasi-static hysteresis loops, and calorific measurements) is provided and shows the coherency of the results obtained with this setup. This setup is well adapted to the magnetic characterization of colloidal solutions of magnetic nanoparticles for magnetic hyperthermia applications.