The dispersion characteristic of nano-filler plays a crucial role in deciding the properties of the polymer nano-composite. In this work, small-angle X-ray scattering (SAXS) results on poly(methyl methacrylate)–alumina nanocomposite have been reported. SAXS technique was found to be effective in quantifying the loading of alumina nanoparticles. The average size of nanoparticles was estimated to be ∼7 nm. SAXS measurements indicated the presence of adsorbed layer of polymer on the alumina nanoparticles. The thickness and density of adsorbed polymer has been found to be ∼0.9 nm and 1.6 g/cm3, respectively. It is observed that increasing the loading of the filler beyond a particular concentration results into agglomeration of the nanoparticles leading to poor dispersion of inorganic phase in the polymer matrix.