Alkylene glycol dinitrate compounds could be synthesized by direct nitration of glycols such as diethylene glycol, dipropylene glycol, tripropylene glycol and ethylhexylene glycol in the presence of concentrated nitric acid and concentrated sulfuric acid with dichloromethane as a solvent. The alkylene glycol dinitrate compounds thus obtained were identified by spectroscopic techniques such as Infrared Spectroscopy and Nuclear Magnetic Resonance Spectroscopy. The alkylene glycol dinitrate compounds could be easily blended with base diesel fuel. They were effective in increasing cetane index to 3.9 units and 6.3 units at the concentrations of 0.05% and 0.10%wt, respectively. It was found that these alkylene glycol dinitrate compounds gave higher cetane improvement than of base diesel fuel and the commercial ethylhexyl nitrate. Especially, tripropylene glycol dinitrate gave the highest cetane improvement. So these compounds had potential to be used to improve cetane number of base diesel fuel more than the commercial cetane improver