It is well known that the heat transfer associated with a phase change process is much higher than sensible enthalpy change even in forced convection. In particular, the vaporization process has been widely studied because it exploits the highest heat transfer coefficient; this heat transfer mechanism is used in both passive (i.e. heat pipes) and active (i.e. refrigerating machines) cooling devices. However, the solid-liquid phase change process is another interesting possibility to reject even high heat loads, especially when they are intermittent. The term Phase Change Materials (PCMs) commonly refers to those materials, which use the solid-liquid phase change process to adsorb and then release heat loads [1]. The present work aims at investigating the new challenging use of oxide (TiO2, Al2O3, etc.) nanoparticles to enhance the thermal properties: thermal conductivity, specific heat, and latent heat of pure paraffin waxes to obtain a new class of PCMs, the so-called nano-PCMs. The nano-PCMs were obtained by seeding different amounts of oxide nanoparticles in paraffin waxes with melting temperature ranging between 20 °C and 70 °C. The thermophysical properties were then measured to understand the effects of the nanoparticles (material, size, and amount) on the thermal properties of both the solid and liquid PCM. These new nano-PCMs can represent an interesting way to mitigate or eliminate the intrinsic limitations in the use of paraffin waxes as PCMs for both energy storage and passive cooling applications.