Alumina powder is one of the most important raw materials of ceramic membrane support. The study is mainly about optimizing wet ball grinding conditions using alumina powder with size of 500 meshes as raw materials according to the needs of powder preparation, comparing grinding results on the different conditions including grinding time and the ball-to-powders ratio. Experimental results show that the best condition is that the ball-to-powders ratio of (9~11):1 and the best grinding time of 9~10 h. The subsequent experiments indicated that the powder milled on the best wet ball grinding conditions can be sintered directly into ceramic membrane support having high temperature resistance and high mechanical strength.