In this study, the chemical precipitation coating (CP) process was creatively integrated with DLP-stereolithography based 3D printing for refining and homogenizing the microstructure of 3D printed Al2O3 ceramic. Based on this novel approach, Al2O3 powder was coated with a homogeneous layer of amorphous Y2O3; with the coated Al2O3 powder found to make the microstructure of 3D printed Al2O3 ceramic more uniform and refined, as compared with the conventional mechanical mixing (MM) of Al2O3 and Y2O3 powders. The grain size of Al2O3 in Sample CP is 64.44% and 51.43% lower than those in the monolithic Al2O3 ceramic (AL) and Sample MM, respectively. Sample CP has the highest flexural strength of 455.37±32.17 MPa, which is 14.85% and 25.45% higher than those of Samples MM and AL, respectively; also Sample CP has the highest Weibull modulus of 16.88 among the three kinds of samples. Moreover, the fine grained Sample CP has a close thermal conductivity to the coarse grained Sample MM because of the changes in morphology of Y3Al5O12 phase from semi-connected (Sample MM) to isolated (Sample CP). Finally, specially designed fin-type Al2O3 ceramic heat sinks were successfully fabricated via the novel integrated process, which has been proven to be an effective method for fabricating complex-shaped Al2O3 ceramic components with enhanced flexural strength and reliability.