For the development of the additive technologies it is necessary to expand the range of the used materials. One of the most promising directions is the creation of products from composite materials. In this work copper-alumina composite powder was prepared by ball milling, and used in selective laser melting, to produce a composite material. The raw powder materials consisted of the gas atomized Cu powder (with the regular spherical shape and mean particle diameter of 32 μm) and alumina powder, produced by condensation of vapor on electrostatic filter (average particle size is about 220 nm). The alumina weight ratio was 5%. Four 30x10x6 mm copper-alumina specimens were manufactured. The scanning electron microscopy was used for the analysis of composite microstructure. Obtained copper-alumina composite material has higher hardness, in comparison with cast copper (HRB is 60 and 45, respectively).