A novel type of alumina (Al2O3)-doped molybdenum (Mo) alloy sheet was prepared by a hydrothermal method and a subsequent powder metallurgy process. Then the characterization of α-Al2O3 was investigated using high-resolution transmission electron microscopy as the research focus. The tensile strength of the Al2O3-doped Mo sheet is 43–85% higher than that of the pure Mo sheet, a very obvious reinforcement effect. The sub-micron and nanometer-scale Al2O3 particles can increase the recrystallization temperature by hindering grain boundary migration and improve the tensile strength by effectively blocking the motion of the dislocations. The Al2O3 particles have a good bond with the Mo matrix and there exists an amorphous transition layer at the interface between Al2O3 particles and the Mo matrix in the as-rolled sheet. The sub-structure of α-Al2O3 is characterized by a number of nanograins in the $\left[ {2\bar{2}1} \right]$ direction. Lastly, a new computer-based method for indexing diffraction patterns of the hexagonal system is introduced, with 16 types of diffraction patterns of α-Al2O3 indexed.