In the present work, high density polyethylene (HDPE) matrix mixed with micro-sized and nano-sized Cadmium oxide (CdO) particles of different concentrations were prepared by compression molding technique. The aim of the study is to investigate the effect of particle size and weight percentage of CdO particles on the gamma radiation shielding ability of CdO/HDPE composites. The mass attenuation coefficients of pure HDPE, micro-CdO/HDPE and nano-CdO/HDPE composites were evaluated at photon energies ranging from 59.53 keV to 1408.01 keV using standard radioactive point sources [241Am, 133Ba, 137Cs, 60Co and 152Eu]. Adding micro and nano CdO particles to the HDPE matrix clearly increases the mass attenuation coefficients of the composites and the improvement is more significant at low γ-ray energies. The effect of particle size of CdO filler has an important role on the shielding ability of the composite. The experimental results reveal that, the composites filled with nano-CdO have better γ-radiation shielding ability compared to that filled with micro-CdO at the same weight fraction. A relative increase rate of about 16% is obtained with nano-CdO content of 40 wt% at 59.53 keV, which attributed to the higher probability of interaction between γ-rays and nanoparticles. From this study, it can be concluded that nano-CdO has a good performance shielding characteristic than micro-CdO in HDPE based radiation shielding material.