Alumina particles filled Ultra-high Molecular Weight Polyethylene (UHMWPE), with Al2O3 contents 0, 1, and 2.5 wt% were milled for up to 10 hours by the mechanical alloying (MA) process performed at room temperature to produce composite powders. Compression molding was utilized to produce sheets out of the milled powders. A partial phase transformation from orthorhombic and amorphous phases to monoclinic phase was observed to occur for both the un-reinforced and reinforced UHMWPE in the solid state, which disappeared after using compression molding to produce composite sheets. The volume fraction of the monoclinic phase increased with milling time, mostly at the expense of the amorphous phase. The melting temperature decreased as a function of milling time as a result of modifications in the UHMWPE molecular structure caused by the milling. At the same time, for a given alumina composition the activation energy of melting increased with milling time. Generally, the crystallinity of the molded sheets increased with milling time, and this caused the yield strength and elastic modulus to increase with milling time for a given alumina composition. However, the tensile strength and ductility remained about the same.