Researchers have been perplexed for the past five years with the unusually high thermal conductivity (k) of nanoparticle-laden colloidal solutions (nanofluids). Although various mechanisms and models have been proposed in the literature to explain the high k of these nanofluids, no concrete conclusions have been reached. Through an order-of-magnitude analysis of various possible mechanisms, we show that convection caused by the Brownian movement of these nanoparticles is primarily responsible for the enhancement in k of these colloidal nanofluids.