WordFence CloudFlare

Hi all,

I have been using WordFence’s caching on several sites for a while now and it was amazing. I see a 200% increase on one site’s loading time. But I recently signed up for CloudFlare and pointed my domain at their nameservers and this is when things started going downhill. My loading times are now worse than what it once was before installing WordFence. I contacted my host’s support department and I was told that I needed to install a caching plugin, either W3TC or WPSupercache. So does this mean that WordFence does not work with CloudFlare at all? Should I just not use CloudFlare? Or should I try installing W3TC/WPSupercache?

Please advise.

Thanks all in advance