Epoxy nanocomposites reinforced with surface-modified aluminum oxide (alumina) nanoparticles, particularly in combination with chemically treated natural fibers, have emerged as an effective approach to enhance the mechanical, thermal, and structural properties of these materials. Surface modification of nanoparticles and fibers using chemical agents such as silane, indole, and sodium hydroxide improves interfacial adhesion, ensures uniform particle dispersion, and reduces porosity, ultimately leading to increased tensile strength, impact resistance, surface hardness, and thermal stability of the composites. Additionally, the presence of alumina nanoparticles restricts polymer chain mobility and delays thermal degradation, resulting in higher decomposition temperatures and improved structural durability under harsh environmental conditions. Studies indicate that optimal loading of alumina nanoparticles in the range of 5–15 wt.% not only enhances mechanical and thermal properties but also provides significant resistance against corrosion and wear. Therefore, the combination of surface-modified alumina nanoparticles with natural fibers, alongside optimization of formulation parameters and processing conditions, represents an efficient, sustainable, and cost-effective strategy for developing advanced multifunctional composites for various industrial applications. In this study, the effects of surface-modified alumina nanoparticles on the morphology, mechanical properties, thermal stability, and thermal degradation behavior of epoxy nanocomposites are comprehensively investigated, and recent advancements in this field are critically reviewed and summarized.