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Magnesium aluminate and other alumina-based spinels attract attention due to their high hardness, high mechanical strength, and low dielectric constant. MgAl2O4 was produced by a solid-state reaction between MgO and α-Al2O3 powders. Mechanical activation for 30 min in a planetary ball mill was used to increase the reactivity of powders. Yttrium oxide and graphene were added to prevent abnormal grain growth during sintering. Samples were sintered by hot pressing under vacuum at 1450 °C. Phase composition and microstructure of sintered specimens were characterized by X-ray powder diffraction and scanning electron microscopy. Rietveld analysis revealed 100% pure spinel phase in all sintered specimens, and a decrease in crystallite size with the addition of yttria or graphene. Density measurements indicated that the mechanically activated specimen reached 99.6% relative density. Furthermore, the highest solar absorbance and highest spectral selectivity as a function of temperature were detected for the mechanically activated specimen with graphene addition. Mechanical activation is an efficient method to improve densification of MgAl2O4 prepared from mixed oxide powders, while additives improve microstructure and optical properties.