We review Lev Landau's role in the history of neutron star physics in the 1930s. According to the recollections of Rosenfeld (Proc. 16th Solvay Conference on Physics, 1974, p. 174), Landau improvised the concept of neutron stars in a discussion with Bohr and Rosenfeld just after the news of the discovery of the neutron reached Copenhagen in February 1932. We present arguments that the discussion must have taken place in March 1931, before the discovery of the neutron, and that they, in fact, discussed the paper written by Landau in Zurich in February 1931 but not published until February 1932 (Phys. Z. Sowjetunion 1, 285). In this paper, Landau mentioned the possible existence of dense stars that look like one giant nucleus; this could be regarded as an early theoretical prediction or anticipation of neutron stars, albeit prior to the discovery of the neutron. The coincidence of the dates of the neutron discovery and the publication of the paper has led to an erroneous association of Landau's paper with the discovery of the neutron. In passing, we outline Landau's contribution to the theory of white dwarfs and to the hypothesis of stars with neutron cores.