IoNanofluids have emerged as a possible alternative to current engineering fluids for heat transfer applications, namely in small volume heat exchangers and micro-channels. Thermal conductivity and density play a crucial role for the chemical plant design of green processes. Existing data are very scarce and inaccurate, mostly affected by impurities and the presence of water in the ionic liquids. In the present paper, we report new data on the thermal conductivity and density of 1-n-butyl-3-methyl-imidazolium dicyanamide ([C4mim][dca]), 1-ethyl-3-methyl-imidazolium dicyanamide ([C2mim][dca]) and 1-butyl-1-methyl-pyrrolidinium dicyanamide ([C4mpyr][dca]) at temperatures between (293 and 343) K at p = 0.1 MPa and IoNanofluids based on them with MWCNTs (multi-walled carbon nanotubes), in order to understand the effect of adding nanomaterials to a ionic liquid matrix and its modification of the heat transfer mechanism. Discussion about the effect of the cation, its side alkyl chain, head group and anion structure in the properties studied concluded that it is essential to understand better the mechanism of heat transfer in these systems, namely the role played by the interface ionic liquid (cation and anion)-nanoparticle, whatever molecular shape they have. Current theories used to calculate the thermal conductivity enhancement are insufficient to predict its value and variation with volume fraction of the nanomaterial.