The heat conduction behaviour in a nanofluid fluid medium has many abnormal properties. Combined with the analysis based on microscale heat transfer theory and the physicochemical behaviours of nanofluid, the mechanism of heat conduction in nanofluid has been studied. The effects of nonlinear heat transfer in nanoparticle, micro convection are caused by the Brownian movement of nanoparticles, congregation of nanoparticles, and orderly array of liquid molecules at the interface between the nanoparticle surface and the base fluid.