Nowadays vapor compression is still the reference technique for heat pumping applications. There are Not-In-Kind heat pumping technologies where a prominent role is occupied by the ones based on solid-state refrigerants, called caloric. The name of such class of technologies comes from caloric effect, manifesting in caloric materials as temperature change due to an applied external field which changes its intensity adiabatically. The reference thermodynamical cycle is called Active Caloric Regenerative heat pump (ACR) cycle and it is applied to a caloric solid-state structure which is both refrigerant and regenerator. The structure is crossed by a Heat Transfer Fluid (HTF) (generally water) that transfers heat from the cold to the hot environment. This paper proposes optimizing solutions as nanofluids for enhancing the heat transfer. The energy performances of a caloric heat pump employing Al2O3-water nanofluids as HTF are evaluated through a 2-D model, for a wide set of caloric materials. The investigation reveals that the addition of nanofluids carries to an upgrade of the energy performances of the heat pump. The best combination occurs if the heat pump works with Ni-Ti (as refrigerant) and alumina-water nanofluid (10 % vol) as HTF.