Nanoparticles have been used in thermal applications to increase the specific heat of the molten salts used in Concentrated Solar Power plants for thermal energy storage. Although several mechanisms for abnormal enhancement have been proposed, they are still being investigated and more research is necessary. However, this nanoparticle-salt interaction can also be found in chemical applications in which nanoparticles have proved suitable to be used as an adsorbent for nitrate removal given their high specific surface, reactivity and ionic exchange capacity. In this work, the ionic exchange capacity mechanism for the nanoparticles functionalization phenomenon was evaluated. The ionic exchange capacity of silica and alumina nanoparticles dispersed in lithium, sodium and potassium nitrates was measured. Fourier-transform infrared spectroscopy tests confirmed the adsorption of nitrate ions on the nanoparticle surface. A relationship between the ionic exchange capacity of nanoparticles and the specific heat enhancement of doped molten salts was proposed for the first time.