In this study, melamine-urea-formaldehyde/nano-Al 2 O 3 (MUF/nano-Al 2 O 3 ) composite gel foams were produced by foaming with CO 2 generated by CaCO 3 and phosphoric acid. Nano-Al 2 O 3 was introduced to the MUF matrix based on the optimum formulation obtained by the response surface methodology based on Box−Behnken design, and the effects of nano-Al 2 O 3 on the cell structure, apparent density, compressive strength, pulverization ratio, thermal stability, and thermal conductivity were investigated. The results revealed that the introduction of nano-Al 2 O 3 could improve the foaming and mechanical properties of MUF with smaller cell sizes, a narrower cell size distribution, decreased apparent density, higher compressive strength, and a decreased pulverization ratio. MUF/nano-Al 2 O 3 -1.5 with the most uniform cell size distribution had a 21% increased compressive strength, but its apparent density and pulverization ratio decreased by 10% and 13%, respectively. Although the char yield decreased with the introduction of nano-Al 2 O 3 , MUF/nano-Al 2 O 3 composite foams still presented improved thermal stability under 300 °C, with a thermal conductivity of 0.068 W/(m•K) and a limiting oxygen index of more than 30%. Therefore, MUF/nano-Al 2 O 3 composite gel foam could be employed in coal mines as thermal insulation sealing material due to its better cell structure and mechanical properties.