Flexible α‐alumina nanofibers were fabricated by the sol–gel method combined with an electrospinning process. The sol was prepared with aluminum isopropoxide and aluminum nitrate as the precursors, nitric acid as the catalyst, and ethanol aqueous solution as the solvent. Small amounts of anhydrous magnesium sulfate as additive acted to stabilize the γ‐Al2O3 structure and retard its conversion to α‐Al2O3 firstly, and subsequently MgAl2O4 was formed at the grain boundaries to inhibit grain growth. Polyvinylpyrrolidone (PVP) was applied to tune sol viscosity. The fibers with diameters of 300–400 nm are composed of α‐Al2O3 nanosheets with thickness in the range of 20–50 nm and stack along [0001] at the axial direction. The fibers exhibited good flexibility and thermal stability.