Polymers and their composites find use in many engineering applications as alternative products to metal-based ones and, nowadays, have wide technical applications. One of the most used composite materials is the epoxy resins (EP), which is a thermoset polymer matrix. After cure, this material displays some excellent mechanical, thermal, electrical and chemical properties. For these reasons, it has been widely used for a wide range of automotive and aerospace applications, as well as for shipbuilding or electronic devices. However, EP has poor resistance to crack propagation and is brittle. So, in recent years, a considerable amount of research has been carried out to improve the performance of the toughness of EP. The most common studied technique consist to reinforce the EP matrix with rigid nanoparticle fillers, such as alumina, silica, mica, talc, organoclays, nanoclays, carbon nanotubes, TiO2, among others. Among these nanofillers type, nanosize alumina particles has not been widely studied. However, recent studies have reported that the use of functionalized nanosize alumina particles as nanofiller can significantly improve the properties of the nanocomposite, even with low contents. These results, combined with the low cost of the alumina, show that the reinforcement of EP with alumina nanoparticles is a viable solution. In this paper, an attempt is made to review and highlight some recent findings and also some trends to show future directions and opportunities for the development of polymer nanocomposites reinforced with alumina nanoparticles.