With regard to the large amount of available but unused low-temperature heat (<373 K), adsorption heat pumps (AHP) can provide an energy-efficient cooling technology. Considering general operation conditions of AHP, the adsorbents should show high water uptake in the P/Po range of 0.1–0.3 at 303 K. With a uniform and tunable pore structure, MCM-41-type ordered mesoporous silica can be a promising candidate as an adsorbent. However, typical MCM-41 materials with a pore diameter of 3–5 nm show water capillary condensation at P/Po > 0.3, which is too high for AHP. This indicates that the pore diameter should be further reduced below the typical mesopore diameter range of these materials. Another serious limitation of these materials as a water adsorbent is their low hydrothermal stability. In this work, in order to reduce the mesopore diameter and to increase the hydrothermal stability of MCM-41 simultaneously, the silica mesopore surface was uniformly coated with an alumina layer. Due to the reduced mesopore size (2.05 nm), the alumina-coated MCM-41 showed S-shaped water isotherm with capillary condensation in the ideal P/Po range of 0.1–0.3. The adsorbent also showed remarkably enhanced hydrothermal stability. Consequently, the adsorbent showed a cycling water capacity of 0.27 gwater gads −1 (1.5 times larger than FAM-Z01 which is a commercialized adsorbent for AHP) without a loss of capacity up to 10 cycles.