Shrinkage implies generally the development of mechanical stresses and then, the formation of cracks. In this work, four formulations of alumina based hydrogels underwent a standard experimental procedure involving drying and mechanical characterizations. The thermo-hydro-mechanical behaviour of such highly shrinkable hydrogels is analysed by determining their specific surface area, calculated from the desorption isotherms. Brazilian test allowed identifying the cracking stress of the four hydrogel formulations, and the ultimate tensile strength as a function of the water content was obtained for each of them. During the drying experiments inside a convective dryer, two formulations of hydrogels displayed a capacity for self-healing. The results showed a real improvement of the strength property due to the self-repair phenomenon when it occured, proving the importance of taking into account the roles of residual water and of applied temperature conditions in the drying process of the catalyst support production line.