This paper aims to study the effect on the characteristics of molten salt because of the dispersion of different size nanoparticles of Al2O3. The eutectic mixture of 54 wt% KNO3 and 46 wt% NaNO3 was selected as the base salt. Five different size nanoparticles of Al2O3, 80, 135, 200, 300, and 1000 nm, were dispersed into the base salt at a mass concentration of 1% to make the nanomaterials by a two-step method, respectively. Thermal properties of the base salt and the samples with Al2O3 nanoparticles, including the melting point temperature, fusion heat, specific heat capacity, and thermal diffusivity, were measured with differential scanning calorimeter (DSC) and Xenon Flash Apparatus (XFA). On the basis of the measured specific heat capacities and thermal diffusivities, their thermal conductivities in the solid state were calculated at discrete specified temperatures. The results showed that the dispersions of 200- and 135-nm Al2O3 nanoparticles could enhance the average solid and liquid specific heat capacities by up to 17.2% and 19.7%, respectively. The research on thermal diffusivity and thermal conductivity also verified that the influences of different size nanoparticles were different. Although no new strong intensity peaks or peak position variations were found in the diffraction patterns of the two samples with 80- and 1000-nm nanoparticles of Al2O3, the larger deviations in the lower wavenumber region still meant possible crystalline structure variation because of the dispersion of Al2O3 nanoparticles. Scanning electronic microscope (SEM) images showed the inhomogeneity and the agglomeration of dispersed nanoparticles in the base salt, and the formation of a nanolayer around the nanoparticles could be a possible explanation to the thermal-physical property variation.