In the present work, we have developed a facile, inexpensive, auto-combustion method for the synthesis of γ-Al2O3 and α-Al2O3 nanoparticles. This was performed by employing aluminum nitrate as an oxidant and glycine as a fuel. The γ-Al2O3 and α-Al2O3 nanoparticles were obtained by calcination of the combusted products at 800 °C for 2 h and at 1000 °C for 1 h, respectively. The generated alumina nanoparticles were characterized by using X-ray diffraction (XRD), Fourier transform infrared spectroscopy (FT-IR), field-emission scanning electron microscope (FE-SEM), high-resolution transmission electron microscope (HRTEM), and thermal analyses (TG and DTA). The average crystallite sizes of γ-Al2O3 and α-Al2O3 nanoparticles were estimated to be 5.8 nm and 15 nm, respectively. The TEM results revealed that the prepared alumina nanostructures were of low agglomeration degree. The proposed method exhibited that the phases of the produced alumina nanoparticles could be carefully tuned by the adapted experimental conditions.