In this paper, the Response Surface Methodology (RSM) and two phase mixture model are proposed to investigate the sensitivity analysis of heat transfer and heat exchanger effectiveness in a double pipe heat exchanger filled with Al2O3 nanofluid. The effective parameters of the Reynolds number (50 <= Res 250), nanoparticles volume fraction (0.01 <= phi <= 0.05) and the entrance status of nanofluid S (inner pipe, outer pipe and both of them) are considered to serve the purpose. The governing equations are solved with SIMPLE algorithm and Discretized using a finite volume method. It is found that the mean Nusselt number enhances with the Re number, and this enhancement is in the vicinity of 57.70% for the case with Re = 50 to 150 and phi = 0.03, when the nanofluid enters the outer pipe. Increasing the phi and S reduces the mean Nusselt number. The heat exchanger effectiveness enhances with phi. and reduces with S. Furthermore, the sensitivity of the mean Nusselt number to the Re number is positive but to phi is negative; while the sensitivity to the Re number and phi is positive for heat exchanger effectiveness. Additionally, the effects of physical parameters are illustrated graphically.(C) 2017 Elsevier B.V. All rights reserved.