Abstract: Nano-Al₂O₃ was modified by supercritical ethanol (SCE-Al₂O₃) and the surface of SCE-Al₂O₃ was coated with active group. 4, 4'-diamino diphenyl methane bismaleimide (BMI) was used as matrix, 3, 3'-diallyl bisphenol A (BBA) and bisphenol-A diallyl ether (BBE) were used as reactive diluent, polyether sulfone (PES) as toughening agent and SCE-Al₂O₃ as modifier, SCE-Al₂O₃/PES-BMI-BBA-BBE composites were prepared through in-situ polymerization method. The toughening mechanisms of SCE-Al₂O₃nano particles and PES were observed and analyzed by SEM and FTIR. The results show that the processing time of SCE-Al₂O₃nano particles should not be too long(5 min is appropriate). FTIR shows that the characteristic peak of —OH at 3 457 cm^-1 is enhanced and indicates that the surface of Al₂O₃ is coated with reactive group —OH. PES presentes as two-phase structure in BMI-BBA-BBE matrix, PES resin disperses in polymer matrix with "honeycomb" shape evenly and the size of "honeycomb" enlarges with the increasing of PES content (5wt% is appropriate). Results of heat resistance of composites show that the thermal decomposition temperature would decline when BMI-BBA-BBE matrix mixed with PES, and SCE-Al₂O₃ could enhance the thermal stability of composites. The thermal decomposition temperature of 4wt% SCE -Al₂O₃/PES-BMI-BBA-BBE is 444.41 ℃, which is 20.52 ℃ higher than that of matrix resin. Rate of residual mass at 600 ℃ is 47.64%, enhanced by 7.09%.