The present article studies theoretically the electrokinetic pumping of nanofluids with heat and mass transfer in a micro-channel under peristaltic waves, a topic of some interest in medical nano-scale electro-osmotic devices. The microchannel walls are deformable and transmit periodic waves. The Chakraborty-Roy nanofluid electrokinetic formulation is adopted in which Joule heating effects are incorporated. Soret and Dufour cross-diffusion effects are also considered. Under low Reynolds number (negligible inertial effects), long wavelength and Debye linearization approximations, the governing partial differential equations for mass, momentum, energy and solute concentration conservation are derived with appropriate boundary conditions at the micro-channel walls. The merging model features a number of important thermo-physical, electrical and nanoscale parameter, namely thermal and solutal Grashof numbers, the HelmholtzSmoluchowski velocity (maximum electro-osmotic velocity) and Joule heating to surface heat flux ratio. Closed-form solutions are derived for the solute concentration, temperature, axial velocity, averaged volumetric flow rate, pressure difference across one wavelength, and stream function distribution in the wave frame. Additionally expressions are presented for the surface shear stress function at the wall (skin friction coefficient), wall heat transfer rate (Nusselt number) and wall solute mass transfer rate (Sherwood number). The influence of selected parameters on these flow variables is studied with the aid of graphs. Bolus formation is also visualized and analyzed in detail.