Polypropylene (PP)-based nanocomposite is a promising insulation material for recyclable high-voltage direct current (HVDC) cables, where the coupling agent plays an important role. In this study, four silane coupling agents with different alkyl chain groups (methyl, propyl, octyl, and octadecyl) were used to surface-modify magnesium oxide (MgO) nanoparticles. The surface-modification effect on the electrical properties of PP/MgO nanocomposites was investigated. The results show that surface-modified nanoparticles introduce quantities of deep traps, whose quantity increases as the alkyl chain length increases. The similar tendency also occurs on DC volume resistivity. All these nanocomposites show remarkable space charge suppression ability and improved DC breakdown strength. Among them, the nanocomposites with octyl-modified MgO show the best electrical properties, which could be attributed to the introduction of a large quantity of deep traps. The work may give a reference for the selection of coupling agents in PP-based nanocomposite insulation material for HVDC cable.