Inorganic aluminum nitride (AlN) nanoparticles offer numerous innovative applications in the field of electronic packaging due to its outstanding features; viz., high mechanical strength, stable crystal structure, excellent thermal conductivity, low coefficient of thermal expansion, low-cost, and non-toxicity. In this research, attempts have been made to investigate the effect of reinforcement of nano-AlN particles in high density poly-ethylene (HDPE) thermoplastic polymer on their nano-mechanical properties using depth-sensing indentation (DSI) technique. Polymer-matrix nanocomposites composed of pure HDPE and 1-20 vol% nano-AlN/HDPE composites are prepared via melt mixing followed by compression molding. Surface-morphology and crystallinity of HDPE/nano-AlN composites are characterized by scanning electron microscopy (SEM), atomic force microscopy (AFM), and differential scanning calorimetry (DSC). Nano-scale hardness, modulus of elasticity, storage modulus, and loss tangent (tan delta) of HDPE/nano-AlN composites have been evaluated using static and dynamic-DSI. Both static and dynamic-DSI results indicate that with increasing concentration of AlN nanoparticles in pristine HDPE, the nano-mechanical properties display significant improvement. Results are discussed in relation to the surface-morphology, crystallinity and interfacial adhesion between pure HDPE and nano-AlN particles. A comparison between nano-mechanical data extracted from static-DSI and dynamic-DSI techniques analysis is also attempted. POLYM. COMPOS., 40:240-254, 2019. (c) 2017 Society of Plastics Engineers