Ti ringrazio per la risposta e mi scuso per la poca chiarezza espositiva.
In realtà avevo già provato quel metodo, ma non succedeva (e non succede niente) se all'interno del mio Frame se premo INVIO dalla tastiera...
C'è qualcosa che sbaglio?
Per sicurezza posto del codice di prova in cui ho testato il metodo che anche tu mi hai consigliato:

Codice PHP:
public class Cerca extends javax.swing.JPanel {
    
    public Cerca() {
        initComponents();
    }
    
    private void initComponents() {
        jLabel1 = new javax.swing.JLabel();
        jTextField1 = new javax.swing.JTextField();
        jButton1 = new javax.swing.JButton();

        jLabel1.setText("Inserisci testo");

        jButton1.setText("Cerca");
        jButton1.addActionListener(new java.awt.event.ActionListener() {
            public void actionPerformed(java.awt.event.ActionEvent evt) {
                jButton1ActionPerformed(evt);
            }
        });
        jButton1.setDefaultCapable(true);
        //jButton1.setDefaultCapable(false);
        
        javax.swing.GroupLayout layout = new javax.swing.GroupLayout(this);
        this.setLayout(layout);
        layout.setHorizontalGroup(
            layout.createParallelGroup(javax.swing.GroupLayout.Alignment.LEADING)
            .addGroup(layout.createSequentialGroup()
                .addContainerGap()
                .addGroup(layout.createParallelGroup(javax.swing.GroupLayout.Alignment.LEADING)
                    .addComponent(jTextField1, javax.swing.GroupLayout.DEFAULT_SIZE, 346, Short.MAX_VALUE)
                    .addComponent(jLabel1)
                    .addComponent(jButton1, javax.swing.GroupLayout.Alignment.TRAILING))
                .addContainerGap())
        );
        layout.setVerticalGroup(
            layout.createParallelGroup(javax.swing.GroupLayout.Alignment.LEADING)
            .addGroup(layout.createSequentialGroup()
                .addContainerGap()
                .addComponent(jLabel1)
                .addPreferredGap(javax.swing.LayoutStyle.ComponentPlacement.RELATED)
                .addComponent(jTextField1, javax.swing.GroupLayout.PREFERRED_SIZE, javax.swing.GroupLayout.DEFAULT_SIZE, javax.swing.GroupLayout.PREFERRED_SIZE)
                .addGap(31, 31, 31)
                .addComponent(jButton1)
                .addContainerGap(javax.swing.GroupLayout.DEFAULT_SIZE, Short.MAX_VALUE))
        );
    }                                      

    private void jButton1ActionPerformed(java.awt.event.ActionEvent evt) {                                         
        jTextField1.transferFocus();
        System.out.println("ciao");
    }                                        
    
    public static void main(String args[]) {
        JFrame frame=new JFrame("prova");
        frame.add(new Cerca());
        frame.setSize(800,600);
        frame.setVisible(true);
    }   
    
    // Variables declaration - do not modify                     
    private javax.swing.JButton jButton1;
    private javax.swing.JLabel jLabel1;
    private javax.swing.JTextField jTextField1;
    // End of variables declaration                   
    
} 
Ringrazio quanti mi aiuteranno