Alumina substrates are increasingly used for high-power integrated circuits due to their high thermal conductivity, low thermal expansion coefficient, and excellent insulation properties. However, pores in the green tape from the tape casting process reduce the thermal conductivity and permittivity of the sintered ceramic substrate. Researchers have attempted to minimize ceramic porosity with chemical additives or by sintering pure alumina at temperatures above 1650 °C, but these methods often degrade thermal conductivity or quality of substrate evenness. This study proposes a low-cost casting-warm pressing process to densify pure alumina ceramic substrates using micro–nano-mixed alumina powders and sintering at relatively low temperatures. The results indicate that the relative density of the pure alumina ceramic substrate prepared at 1500 °C is 93%, a 4.4% improvement over the tape casting process. Additionally, the thermal conductivity of the alumina substrate from the casting-warm pressing process reaches 15.89 W/(m K), which is 1.4 times higher than that of the tape casting process. Microstructure analysis shows that the casting-warm pressing process with micro- and nano-multi-scale mixed alumina powders forms a novel thermal conduction enhancement mechanism. Large particles in the green tape overlap, while small particles fill the spaces between the large particles. The connected micrometer-sized particle skeletons form high thermal conduction net channels in the substrate, improving the thermal conductivity for heat transfer.