A creative and simple way to overcome the general problem of open-cell ceramic foams with low intensity has been proposed here. By using boehmite as a raw material for particle-stabilized foams without adding any sacrificial phase, as-prepared open alumina foams have remarkable strength and comparable porosity levels to aerogels. That is attributed to the defect-free pore struts and the windows at the distal ends of the pore struts formed by the volumetric self-shrinking of the raw material. The alumina foams have an excellent synergy between porosity and strength, with a compressive strength of 1.54-10.01 MPa at a high porosity of 92.3-96.7%, around 10 times higher than those obtained by other methods at equal porosity. This typical 3D interconnected pore structure makes ceramic foams potentially useful for applications in filtration, catalysis, etc.