The good dispersion and chemical modification of alumina (Al₂O₃) nanoparticles as filler were simultaneously performed by a wet–jet milling (WJM) process to disperse the nanoparticles effectively in the polymeric composite. The grafting densities of Al₂O₃ nanoparticles silane–coupling modified by WJM increased from 0.73 to 1.84 molecules/nm² in hexyltriethoxysilane, and from 0.65 to 1.09 molecules/nm² in 3–glycidoxypropyltriethoxysilane. Furthermore, the Al₂O₃ nanoparticles were dispersed to the primary particle size. In addition, the mechanical properties of the Al₂O₃/epoxy composite prepared by the in–situ mixing process were higher than those prepared by conventional dry mixing process. As results, the mechanical properties of the Al₂O₃/epoxy composite could be improved by optimizing the dispersion, chemical modification of the nanoparticles and mixing process of nanoparticles and polymer.