Optically transparent nanocomposites with enhanced mechanical properties were fabricated using stable dispersions of sub 10 nm ZrO2 nanoparticles. The ZrO2 dispersions were mixed with a commercially available bisphenol-A-based epoxy resin (RIMR 135i) and cured with a mixture of two amine-based curing agents (RIMH 134 and RIMH 137) after complete solvent removal. The colloidal dispersions of ZrO2 nanoparticles, synthesized through a non-aqueous approach, were obtained through a chemical modification of the ZrO2 nanoparticle surface, employing different organic ligands through simple mixing at room temperature. Successful binding of the ligands to the surface was studied utilizing ATR–FT-IR and thermogravimetric analysis. The homogeneous distribution of the nanoparticles within the matrix was proven by SAXS and the observed high optical transmittance for ZrO2 contents of up to 8 wt%. Nanocomposites with a ZrO2 content of only 2 wt% showed a significant enhancement of the mechanical properties, e.g., an increase of the tensile strength and Young’s modulus by up to 11.9 and 12.5%, respectively. Also the effect of different surface bound ligands on the mechanical properties is discussed.