We investigate optical properties of amorphous alumina (Al2O3) dust grains in the envelopes around O-rich asymptotic giant branch (AGB) stars using laboratory measured optical data. We derive the optical constants of amorphous alumina over a wide wavelength range that satisfy the Kramers- Kronig relation and reproduce the laboratory data. Using the amorphous alumina and silicate dust, we compare the radiative transfer model results with the observed spectral energy distributions. Comparing the theoretical models with observations on various IR two-color diagrams for a large sample of O-rich AGB stars, we find that the amorphous alumina dust (about 10-40%) mixed with amorphous silicate better models the observed points for the O-rich AGB stars with thin dust envelopes.