Methods of compounding nanoparticles with a resin, e.g., a curable resin and one or more surface modifying agents are described. The methods use wet milling technology, including both continuous and batch milling processes, and can be used to functionalize the nanoparticles and disperse the functionalized nanoparticles into the resin system in a single process. Methods of compounding curable resin systems containing reactive diluents are also disclosed.