The Japanese space agency JAXA has carefully analysed the samples returned to Earth by the Hayabusa spaceprobe, that visited asteroid Itokawa and concludes that they are indeed from the asteroid

JAXA has been engaged in collecting and categorizing particles in the sampler container that were brought back by the asteroid explorer "HAYABUSA."
As a result of the scanning electron microscope (SEM) observations and analyses of the samples, about 1,500 grains were identified as rocky particles, and most of them were judged to be of extraterrestrial origin, and definitely from Asteroid Itokawa, after further study of the analysis results and comparison of mineral compositions.
Their size is mostly less than 10 micrometers, and handling these grains requires very special skills and techniques. JAXA is developing the necessary handling techniques and preparing the associated equipment for the initial (but more detailed) analyses of these ultra-minute particles.

Source: JAXA