Heat capacity is one of the most characteristic and important properties when the peculiarities of magnetic nanosystems are studied. In these systems the magnetic ordering becomes obvious due to the thermal effects such as heat capacity anomalies. It was considered earlier that heat capacity change under magnetic fields applied is slight and it cannot be taken into account in thermodynamic calculations. However the experimental heat capacity data for ferrofluids under magnetic fields applied show that field and temperature heat capacity dependences have a complicated behavior and in magnetic fields an essential heat capacity change takes place. On the other hand in the literature the contradictory data about heat capacity of nanoparticles appear. According to some papers nanoparticles heat capacity can exceed heat capacity of a bulk material a few times.