Binary and ternary composites composed of high-density polyethylene (HDPE), boehmite alumina (BA) and different kinds of natural and animal fibers, such as flax, sponge gourd, palm and pig hair (PH), were produced by hot press technique. Aqueous BA suspensions were sprayed on the HDPE/flax mat to prepare nanoparticle/natural fiber–reinforced ternary polymer composites followed by drying. The dispersion of the natural and animal fibers and BA particles in the composites was studied by scanning electron microscopy and discussed. The thermomechanical and stress relaxation properties of the composites were determined by the thermogravimetric analysis, dynamic-mechanical thermal analysis and short-time stress relaxation tests (performed at various temperatures), respectively. The HDPE-based composites were subjected to water absorption and instrumented falling weight impact tests. It was found that all the composite systems increased the stiffness and stress relaxation and reduced the impact toughness. The stress relaxation modulus of natural and animal fiber composites was higher compared with that of the neat HDPE. This modulus increased greatly with incorporation of BA. The relaxation master curves were constructed by applying the time–temperature superposition principle. The inverse of Findley power law could be fairly applicable to describe the relaxation modulus versus time traces for all systems studied. Incorporation of BA particles enhanced the thermal resistance, which started to degrade at higher temperature compared with the HDPE/flax mat composite. The HDPE/flax mat/BA composite could reduce the water uptake.