Highly porous foam ceramics exhibit broad prospects for multifunctional applications. With the facile Pickering‐based foaming technique, wet foams consisting of nanoparticles (NPs) may exhibit high strengths. However, they also experience linear shrinkages as high as 50% after drying and sintering process. Suitable solutions for improving this situation have not been found yet. This work develops a method for fabricating NP‐made foam ceramics by tuning the interfacial chemistry of this Pickering system. Trace amounts of ethanol are used to adjust the adsorbing behavior of surfactants on the silica surface to enhance the energy of attachment of the Pickering systems. Combined with the altered capillary forces, the linear shrinkages of the foam ceramic are considerably lowered. The pore wall of the obtained foam ceramics can be tuned to either closed or open due to the “coffee ring” effect by adjusting the solid content and sintering temperature. The samples present high thermal insulating properties and high mechanical strength even the unsintered ones, which also show good stability in liquid environments. Combined with the direct ink writing (DIW) technique, these freely shaped materials with tunable pore structures can be readily exploited in tissue scaffolds, catalyst carriers, thermal insulators, battery electrodes, and liquid/gas filtration, etc.