Direct Metal Laser Sintering (DMLS) has been used to produce aluminium matrix nano composites. Magnesium-aluminium spinel, titanium diboride and silica nanoparticles have been added in different percentages to an AlSi10Mg powder in order to obtain AlSi10Mg-MgAl2O4, AlSi10Mg-TiB2 and AlSi10Mg-Al2O3 nanocomposites. These ceramic particles have been chosen because of the different interaction they have with molten aluminium. The samples porosity and microstructure have been evaluated and compared with the AlSi10Mg alloy produced via DMLS. SEM and X-Ray observations revealed that the introduction of a second phase leads to a different microstructure. The influence of the DMLS building parameters (laser power, scan speed, hatching distance and stripe length using a EOS M270 Xtended system) on the porosity values has been investigated. The most suitable building parameters have been selected by the smaller the better Taguchi’s statistical approach and the Porosity-Volumetric Energy Density (VED) trend. The optimised parameters have been used to build the samples for mechanical, thermal and tribological characterizations. It was noticed that the composites produced by DMLS are characterised by a lower value of yield strength and a higher elongation than the AlSi10Mg matrix. A simple Hall-Petch correlation between the microstructural data and the mechanical properties was suggested.