The United Nations Sustainable Development Goals (SDGs) have attracted much attention due to increasing interest in global social, energy and environmental problems. The immediate contribution to the achievement of the SDGs is required in all individual and industrial activities. The industries dealing with fine particles are also no exception to the demand and have actively worked on the contribution. Conventionally, fine particles have been industrially synthesized in gas, liquid and solid phases using top-down and bottom-up approaches. Among them, dry synthesis processes are promising from a viewpoint of the SDGs due to the solvent-free and simplicity, which can lead to energy saving, efficient resource utilization, waste management, etc. This review describes dry mechanical processes for synthesis of fine particles, particularly focusing on grinding and mechanochemical treatment.