We have synthesized epoxy nanocomposites with various percents of nanoalumina by using ultrasonic dispersion treatment. Scanning calorimetry studies revealed that the composition having 1% nanoalumina results in the highest value of cross-link density as evidenced by the glass transition temperature (Tg). Thermal degradation of the systems consisting of diglycidyl ether bisphenol A (DGEBA)/1,3-Poropane diamine and with 1% and without nanoalumina were studied by thermogravimetry analysis to determine the reaction mechanism in air. The obtained results indicated that a relatively low concentration of nanoalumina led to an impressive improvement of thermal stability of epoxy resin. The Coats–Redfern, Van Krevelen, Horowitz–Metzger, and Criado methods were utilized to find the solid state thermal degradation mechanism. Analysis of our experimental results suggests that the reaction mechanism is depending on the applied thermal history. For the nanocomposite, the mechanism was recognized to be one-dimensional diffusion (D1) reaction at low heating rates and it changes to be a random nucleation process with one nucleus on the individual particle (F1) at high heating speeds. The results also indicated that the degradation mechanism of organic phase is influenced by the presence of inorganic nanofiller.