The Brownian motion and aggregation of particles in nanofluids often lead to the formation of solid-film-solid structures. The molecular thin film confined between nanoparticles may have non-negligible effects on thermal conduction among nanoparticles. Using nonequilibrium molecular dynamics simulations, we study thermal conduction across the Ag particle-Ar thin-film interface. If the film contains only one molecular layer, we find that the solid-film interfacial thermal resistance R(SF) is about 1 order of magnitude smaller than the solid-liquid (bulk) interfacial thermal resistance R(SL). If there are two or more molecular layers in the film, it is shown that R(SF) increases rapidly toward R(SL) as film thickness increases. By comparing the vibrational density of states of Ag atoms and Ar molecules in the film, we demonstrate that the low thermal resistance in the monolayer film case is caused by the resonant thermal transport between Ag particles and Ar thin films.