The effect of nano particle doping on the critical current density of MgB2 is reviewed. Most nano-particle doping leads to improvement of Jc(H) performance while some shows a negative effect as with Cu and Ag. Nano-carbon containing dopants have two distinguishable contributions to the enhancement of Jc field performance: increase of upper critical field and improvement of flux pinning. Among all the dopants studied so far, nano SiC doping showed the most significant and reproducible enhancement in Jc(H). The nano SiC doping introduced many precipitates at a scale below 10 nm, which serve as strong pinning centers. Jc for the nano SiC doped samples increased by more than an order of magnitude at high fields and all temperatures compared to the undoped samples. The significant enhancement in Jc(H) of nano-SiC doping has been widely verified and confirmed, having a great potential for applications. An attempt is made to clarify the controversy on the effects of nano Fe and Ti doping on Jc.