With an increase of the heat load of internal combustion engines, the amount of heat that needs to be taken away from the cooling oil chamber is increasing. However, the thermal conductivity of existing coolants is insufficient to discharge this heat out of the internal combustion engine. Nanofluids have higher thermal conductivities than conventional fluids, so they can be considered a solution to the above problem. In this paper, different volume fractions of Cu nanoparticles are added into different coolant solutions, ethanol, ethylene glycol (EG), and propylene glycol (PG), to form alcohol nanofluids. The effect of concentration on the thermal conductivity of ethanol / EG / PG solution was analyzed by molecular dynamics method, and the thermal conductivities of the systems after adding Cu are also calculated and analyzed. It is found that the temperature gradients of the ethanol/EG/PG–water systems decrease gradually with an increase of water content, resulting in an increase of thermal conductivity. The increase of thermal conductivity is mainly due to an adsorption layer of solution atoms on the surfaces of the Cu nanoparticles. 1.5% and 3% volume fractions of Cu nanoparticles can improve the thermal conductivities of the three alcohol solutions by 12.8%, 27.3%, and 16.1%, respectively. Through an analysis of the adsorption layer on the surfaces of the Cu nanoparticles, it is found that the adsorption layer is stratified; that is, water molecules are located in the outer layer, alcohol molecules are in the inner layer, and the stratification of the adsorption layer is different in the different alcohol solutions. In the three alcohols, the delamination sites of the Cu nanoparticles are 2 nm for the ethanol system, 1.8 nm for the PG system, and 1.5 nm for the EG system. The closer the stratification position is to the nanoparticles, the better the mixture of water and alcohol molecules in the adsorption layer, and the higher the thermal conductivity. These results can provide an important reference for the application of nanofluids in internal combustion engines.