The paper presents the results of the studies showing the possibility of using AlN nanopowders as flame retardant additives. The nanoscale powder of AlN was obtained by electrical explosion of wires. The concentration of AlN nanopowder incorporated in a polyethylene matrix was 0.1; 0.25; 0.75; 1.5 and 3 wt%. The incorporation of 0.1 wt% AlN in a polyethylene matrix causes 5 °C increase in the temperature of the beginning of melting and 10 °C increase in the temperature of the end of melting in comparison with source polyethylene. The significant rise of the onset temperature of the intensive weight loss from 360 °C for polyethylene up to 375 °C for the sample with 1.5 wt% AlN was observed. The effect of the AlN nanopowder additives on the structure and mechanical properties of the polyethylene samples was also investigated.