The purpose of the work is to investigate the problems associated with utilization of purified fly ash (PFA) as filler in polymer. The goal is to expand the application field of fly ash. The wet-collected fly ash used in this study was sampled from Huaneng Dezhou Power Plant. Preparation of PFA and composite fly ash (CFA) with nano-structured surface was described in detail. Experimental results show that CFA with rough surface and high whiteness-value had successfully been prepared in Ca(OH)2-H2O-CO2 system. The specific surface area of CFA was thrice or above higher than that of PFA with 2.86 m2·g-1. The whiteness-value of CFA was increased to the range from 63.67 to 73.13 which is more double than that of PFA with 33.54. Filling tests show that the mechanical properties of CFA/PE(polyethylene) composites are superior to these of PFA/PE composites at the same filling ratio of 30/100. This means that change of CFA surface morphology increases contacting opportunities between CFA and polymer matrix and improve the matching state between them when CFA is blended with PE. The results show that CFA as filler appears to have good application, and yet, little serious research has been conducted in the field.