The present work aims at investigating a new challenging use of aluminum oxide (Al2O3) nanoparticles to enhance the thermal properties (thermal conductivity, specific heat, and latent heat) of pure paraffin waxes to obtain a new class of phase change materials (PCMs), the so-called nano-PCMs. The nano-PCMs were obtained by seeding 0.5 and 1.0 wt % of Al2O3 nanoparticles in two paraffin waxes having melting temperatures of 45 and 55 °C, respectively. The thermophysical properties such as specific heat, latent heat, and thermal conductivity were then measured to understand the effects of the nanoparticles on the thermal properties of both the solid and liquid PCMs. Furthermore, a numerical comparison between the use of the pure paraffin waxes and the nano-PCMs obtained in a typical electronics passive cooling device was developed and implemented. A numerical model is accomplished to simulate the heat transfer inside the cavity either with PCM or nano-PCM. Numerical simulations were carried out using the ansys-fluent 15.0 code. Results in terms of solid and liquid phase fractions and temperatures and melting time were reported and discussed. They showed that the nano-PCMs determine a delay in the melting process with respect to the pure PCMs.