In epoxy resin (EP) composites, the interfacial structure of inorganic fillers and the epoxy resin matrix has a great influence on their electrical properties. In this paper, two micro@nano structured Al₂O₃ fillers and their epoxy resin composites were prepared, and their morphologies, interfacial bond strengths and electrical properties were systematically tested and analyzed. The experimental results show that modification by a nano-Al₂O₃ coating on the surface of micro-Al₂O₃ can effectively improve the infiltration of Al₂O₃ filler and epoxy resin, reduce the interfacial defects caused by the weak bonding of Al₂O₃ filler and epoxy resin. The alternating current (AC) breakdown strength was improved by 12.88%. In addition, thermally-stimulated current experiments were carried out to study the electron transport properties of micro@nano-Al₂O₃ epoxy resin composites, and the results showed that filler nanomodification could improve the trap depth, suppress the carrier transport of the composites and improve the dielectric properties of the composites.