The present study assesses the influence of processing and adding alumina (Al2O3) nanoparticles functionalized with vinyltrimethoxysilane (VTMS) on high-density polyethylene (HDPE) matrix. The model proposed by Henk, Kortsen, and Kvarts is used to calculate the ideal alumina nanoparticle concentration, in order to provide a larger interface area with lower agglomeration. Two different processing techniques are used to add the alumina nanoparticles functionalized with VTMS to the HDPE: direct blending and masterbatches applying the same processing extrusion parameters'. The alumina's nanoparticle functionalization with VTMS is confirmed by Fourier transform infrared spectroscopy analysis. The MFI is measured and nanoparticles dispersion is evaluated by scanning electron microscopy and by energy dispersive spectroscopy. Thermal behavior is measured by thermogravimetric analysis and differential scanning calorimetry. The addition of Al2O3 nanoparticles increases the thermal stability of the nanocomposites. Functionalization with VTMS provides improve adhesion to the polymer matrix, while the masterbatch processing technique promotes better alumina nanoparticle dispersion in the HDPE matrix and produce high crystalline composites. (c) 2019 Society of Plastics Engineers POLYM. ENG. SCI., 59:1332-1343 2019. (c) 2019 Society of Plastics Engineers