Bulk materials of MgB 2 have been prepared with the stoichiometry of MgB 2 (Al 2 O 3 )x, x=0, 6%, 10%, 15%, 20% nano-alumina added, respectively, by using solid-state reaction route. Phase analysis shows that for a higher level of addition, a larger amount of Al is doped into the lattice of MgB 2 and there are more Al 2 O 3 particles present in bulk materials of MgB 2 . DC magnetization measurements demonstrate that T c decreases with the increase of addition. And, for all the samples with nano-alumina addition, the J c -H and H i r r -T characteristics behave poorly in comparison with the pure sample. The amplitude of the J c decrease of our doped samples in relation to the pure sample is greatly smaller than that of Al-doped samples with the same T c decrease as our doped samples. Microstructure analysis show that nanocomposite superconductor consists of MgB 2 grains with nano-alumina (10-50 nm) inside the grains. Our experimental results show that nano-alumina present at grain boundaries could be strong pinning centers.