Recent researches on nanofluids have mainly focused on the increase of thermal conductivity of nanofluids under static condition. The ultimate goal of using nanofluids, however, is to enhance the heat transfer performance under fluid flow. So it has been highly necessary to devise a simple and accurate measuring apparatus which effectively compares the heat transfer capability between the base and nanofluids. Though the convective heat transfer coefficient is not the complete index for the heat transfer capability, it might be one of useful indications of heat transfer enhancement. In this article, the working principles of experimental system for convective heat transfer coefficient around a heated fine wire in cross flow of nanofluids and its application example to three samples of nano lubrication oils are explained in detail.