In this study, effects of two different types of porous alumina nanoparticles have been incorporated into high-density polyethylene (HDPE) to study their impact on the properties of the HDPE composite. The dispersion of fillers in the HDPE matrix was evaluated by scanning electron microscopy (SEM). Differential scanning calorimetry (DSC) and thermogravimetric analyzer (TGA) integrated with Fourier transform infrared spectroscopy (FTIR) were applied to investigate the calorimetric behavior and thermal stability and to analyze the polymer decomposition, respectively. The dielectric properties were determined by a broadband dielectric spectroscopy. The effect of filler loading on the tensile properties and melt flow index was also examined. A homogenous distribution of the fillers was observed at low loading of alumina particles (below 5 wt. %). However, agglomerates of sub-micro size were formed extensively on samples with high loading of fillers (above 7 wt. %). A significant improvement of the thermo-oxidation stability of the composite was observed. The permittivity values of the prepared composites also increased with the addition of the fillers. The incorporation of fillers also increased the electrical conductivity values of the prepared composites at high frequencies.