Alumina fillers were incorporated in polystyrene (PS) in 4.5 wt % by melt blending with and without latex precompounding. Latex precompounding was used for the latex‐mediated predispersion of the alumina particles. The related masterbatch was produced by mixing PS latex with water dispersible boehmite alumina in various particle sizes followed by drying. The dispersion of the alumina in the PS was studied by transmission and scanning electron microscopy (TEM and SEM, respectively). The mechanical and thermomechanical properties of the PS composites were determined in uniaxial tensile, dynamic‐mechanical thermal analysis (DMTA), and short‐time creep tests performed at various temperatures. In addition, the melt flow of the composites was characterized in a plate/plate rheometer. It was found that direct melt mixing of the alumina with PS resulted in micro‐, whereas the masterbatch technique in nanocomposites. The stiffness and resistance to creep (summarized in master curves) of the nanocomposites were improved compared to those of the microcomposites. The properties of the composites were upgraded by decreasing nominal size of the water dispersible alumina. The preparation technique and the size of the alumina particles affected the tensile strength, melt viscosity, and heat distortion temperature in lesser extent than the stiffness and thus compliance data. © 2007 Wiley Periodicals, Inc. J Appl Polym Sci 2007