The numerous industrial and engineering applications of Casson nanofluid is due to the superiority of its thermophysical properties. Tomatoes paste, engine oil, soup etc., are examples of Casson fluid and when nanometer-sized particles are suspended in such Casson fluid, it becomes Casson nanofluid. This paper considers a natural convective magnetohydrodynamics flow of Cu-engine oil nanofluid across a convectively heated vertical plate. The effects of self-heating of the fluid (measured by the Eckert number), internal conductive resistance to external convective resistance (measured by the Biot number), magnetic field strength, volume fraction of the nanoparticles on the temperature and velocity of mass and heat transfer of Casson nanofluid is analysed. An appropriate model governing the flow of Casson nanofluid is formulated as a system of nonlinear partial differential equations. The natural convection boundary condition is included. To solve the problem, an appropriate similarity transformation is used to reformulate the system as a system of nonlinear ordinary differential equations. The shooting technique is used to convert the boundary problem to initial value problems before Runge-Kutta method, with the Gills constants, is used to solve the reformulated problem. The results are depicted as graphs. Flow velocity is found to increase as the base fluid becomes more Casson and as nanoparticle volume fraction increases. It is also found that increasing Eckert number, Biot number and magnetic field strength causes an increase in the flow temperature.