Polymer nanocomposites with inclusion of ceramic nanofillers have relatively high yield strength, elastic moduli, and toughness that therefore are widely used as functional coating and films for optoelectronic applications. Although the mechanical properties are enhanced with increasing the fraction of nanofiller inclusion, there generally is an upper limit on the amount of nanofiller inclusion because the aggregation of the fillers in the polymer matrix, which typically occurs, degrades the mechanical and/or optical performances above 5 vol % of inclusions. Here, we demonstrate an unconventional polymer nanocomposite composed of a uniformly distributed three-dimensional (3D) continuous ceramic nanofillers, which allows for extremely high loading (similar to 19 vol %) in the polymer matrix without any concern of aggregation and loss in transparency. The fabrication strategy involves conformal deposition of Al2O3 nanolayer with a precise control in thickness that ranges from 12 to 84 nm on a 3D nanostructured porous polymer matrix followed by filling the pores with the same type of polymer. The 3D continuous Al2O3 nanolayers embedded in the matrix with extremely high filler rate of 19.17 vol % improve compressive strength by 142% compared to the pure epoxy without Al2O3 filler, and this value is in agreement with theoretically predicted strength through the rule of mixture. These 3D nanocomposites show superb transparency in the visible (>85% at 600 nm) and near-IR (>90% at 1 mu m) regions and improved heat dissipation beyond that of conventional Al2O3 dispersed nanocomposites with similar filler loading of 15.11 vol % due to the existence of a continuous thermal conduction path through the oxide network.