Alumina nanoparticles are among important metal oxides with specific properties but chemically incompatible with an organic matrix such as poly(methyl methacrylate) (PMMA). In this research, in situ polymerization of methyl methacrylate was performed on alumina nanoparticles to improve the interaction of the nanoparticles and PMMA. These modified nanoparticles were applied as effective additives with appropriate dispersion in the polymer matrix. Different samples were produced using an injection molding process in order to compare the mechanical properties of nanocomposites containing modified and unmodified nanoparticles. X-ray diffraction and scanning electron microscope tests were performed to investigate the effect of modification process on the dispersion quality of nanoparticles into the PMMA matrix. The results indicated that the modified alumina nanoparticles had a better dispersion and interaction in comparison with unmodified alumina nanoparticles due to the modification procedure. Taguchi approach was implemented for the design of experiments and optimization of input parameters. The MCDM methods were also used to select the best experiment according to the different material and process parameters. Impact and tensile strength of samples with 2 wt% of modified alumina nanoparticles were 22.5% and 21.5% better than a sample with the same unmodified alumina nanoparticles content, respectively.