The present invention provides a process for preparing particles of magnesium halide/alcohol adduct, said process comprising: preparing a melt of magnesium halide/alcohol adduct in an inert liquid medium, dispersing the mixture of the inert liquid medium and the melt of the magnesium halide/alcohol adduct by high-speed rotation under a high-gravity field to obtain a dispersion of magnesium halide/alcohol adduct melt; and the cooling the dispersion of the melt to form the particles of magnesium halide/alcohol adduct. The present invention further relates to the particles of magnesium halide/alcohol adduct prepared by the process of the present invention and the use thereof in the preparation of catalysts for olefin polymerization.