Due to the unique geometric and electronic structures, supported metal clusters with sizes below 3 nm have appealed to great interest in heterogeneous catalysis. However, these supported ultrasmall metal clusters would endure severe particle coalescences under high reaction temperatures. Herein, based on the technology of ball-milling processing, we propose a solid-state "surface-anchoring" strategy to synthesize thermally stabilized Al2O3-supported Ni nanoclusters. Interestingly, when the theoretical Ni loading weight was 1 wt %, highly dispersed Ni species were found where no Ni nanoparticles would be seen after 500 °C calcination. Until the Ni loading weight increased to 5 wt % and the calcination temperature increased to 750 °C, the Ni nanoparticles became significant but still with a size of only about 6.8 nm. With the small Ni nanoparticles, the final 5-Ni-Al2O3-OAm-750 sample worked well as methane dry reforming catalysts with excellent anticoking performance during a 500 h stability test.