Provided is a process for preparing alumina agglomerates which comprises:(i) treating agglomerates of active alumina with an aqueous medium comprising at least one acid making it possible to dissolve at least part of the alumina and at least one compound providing an anion capable of combining with aluminum ions in solution,(ii) subjecting the agglomerates to a hydrothermal treatment at a temperature in the range of from about 80.degree. C. to about 250.degree. C., and then(iii) thermally activating the agglomerates at a temperature in the range of about 500.degree. C. to about 1100.degree. C.The resulting alumina agglomerates possess exceptional mechanical strength, heat resistance and hydrothermal resistance and are useful as catalysts or catalyst supports.