Nanoparticles of MnO2 with different shapes (needle-like alpha-MnO2 and spherical delta-MnO2) were proposed as promising fillers for electrorheological fluids (ERFs). A thorough study of the dielectric properties of alpha-MnO2 and delta-MnO2 suspensions in silicone oil enabled estimation of the values of their dielectric permittivity and dielectric relaxation times. The study of MnO2-filled materials with various filler contents, and under various electric field strengths, in shear and uniaxial tensile and compressive stress regimes, revealed that needle-like alpha-MnO2 nanoparticles, in comparison with spherical delta-MnO2 particles, lead to better mechanical properties of the fluids. The most intriguing property of MnO2-based electrorheological fluids is their high electrorheological response at low filler content: ERF containing only 4.5 vol.% of alpha-MnO2 in silicone oil demonstrated a 18 kPa tensile strength in a 5 kV electric field.