The effect of adding nanosized alumina fillers of both fibre-like and spherical shapes to an epoxy polymer has been investigated. The alumina was dispersed in the epoxy hardener using two different sonication techniques. A high degree of dispersion was difficult to obtain and agglomerates were observed in the nanocomposites. Nevertheless, particle size analysis showed an effect of the sonication technique, resulting in a higher degree of dispersion. Mechanical testing and dynamic mechanical analysis revealed that the stiffness of the epoxy polymer could be significantly improved using only small amounts of alumina, even when a significant part of the filler was in an agglomerated state. Also, the experimental results from tensile testing agreed well with mathematical models at low filler concentrations.