Association Link Network (ALN) is a kind of Semantic Link Network built by mining the association relations among multimedia Web resources for effectively supporting Web intelligent application such as Web-based learning, and semantic search. This paper explores the Small-World properties of ALN to provide theoretical support for association learning (i.e., a simple idea of “learning from Web resources”). First, a filtering algorithm of ALN is proposed to generate the filtered status of ALN, aiming to observe the Small-World properties of ALN at given network size and filtering parameter. Comparison of the Small-World properties between ALN and random graph shows that ALN reveals prominent Small-World characteristic. Then, we investigate the evolution of Small-World properties over time at several incremental network sizes. The average path length of ALN scales with the network size, while clustering coefficient of ALN is independent of the network size. And we find that ALN has smaller average path length and higher clustering coefficient than WWW at the same network size and network average degree. After that, based on the Small-World characteristic of ALN, we present an Association Learning Model (ALM), which can efficiently provide association learning of Web resources in breadth or depth for learners.