A magnetic domain study by means of Lorentz transmission electron microscopy has been carried out for the compounds Fe3B, Fe2B and Fe1.4Co0.6B. The magnetocrystalline anisotropy of these compounds has been derived from the Lorentz observations. Tetragonal Fe3B has an in-plane anisotropy, with a preferential orientation along [110]. The orthorhombic modification of Fe3B has the easy magnetization axis along the [100] direction. The magnetocrystalline anisotropy of Fe2B and Fe1.4Co0.6B is found to be in-plane and uniaxial, respectively. The results for the latter two compounds are in agreement with those obtained from magnetic torque measurements, as reported in the literature. On the other hand, our results for tetragonal Fe3B are different from those derived earlier by means of the Bitter technique. Anisotropy fields were obtained from Singular Point Detection experiments, and from magnetization curves. Implications of the results are discussed for the ratio between the remanence and saturation magnetization of Nd4Fe78B18 permanent magnet alloys, containing tetragonal Fe3B as the main phase.