Aluminum oxide ($Al_2O_3$) nanofibers were treated thermally under an ammonia ($NH_3$) gas stream balanced by nitrogen to form a thin aluminum nitride (AlN) layer on the nanofibers, resulting in the enhancement of thermal conductivity of $Al_2O_3$/epoxy nanocomposites. The micro-structural and morphological properties of the $NH_3$-assisted thermally-treated $Al_2O_3$ nanofibers were characterized by X-ray diffraction (XRD) and atomic force microscopy (AEM), respectively. The surface characteristics and pore structures were observed by X-ray photoelectron spectroscopy (XPS), Zeta-potential and $N_2$/77 K isothermal adsorptions. From the results, the formation of AlN on $Al_2O_3$ nanofibers was confirmed by XRD and XPS. The thermal conductivity (TC) of the modified $Al_2O_3$ nanofibers/epoxy composites increased with increasing treated temperatures. On the other hand, the severely treated $Al_2O_3$/epoxy composites showed a decrease in TC, resulting from a decrease in the probability of heat-transfer networks between the filler and matrix in this system due to the aggregation of nanofiber fillers.