In order to investigate the formation of AlN, mechanical alloying was carried out in $N_2$ and $NH_3$ atmosphere. Differential thermal analysis (DTA), x-ray diffraction (XRD) and chemical analysis were carried out to examine the formation behavior of aluminum nitrides. No diffraction pattern of AlN was observed in XRD analysis of the as-milled powders in $NH_3;or;N_2$ atmosphere. However, DTA and chemical analysis indicated that the precursors for AlN were formed in the Al powders milled in $NH_3$ atmosphere. The AlN precursors transformed to AlN after heat treatment at and above $600^{circ}C$. It was considered that the reaction between Al and $NH_3$ was possible by the formation of fresh Al surface during mechanical alloying of Al powders.