Dry reforming of methane (DRM) is a fascinating reaction that utilizes two greenhouse gases (CH4 and CO2) to produce value-added synthesis gas (syngas, a mixture of CO and H-2) or hydrogen as a green energy source. Ni-based nanomaterials are considered the most promising DRM catalysts used in industry. However, Ni-based catalysts have sintering and stability problems that need to be resolved. Herein, Ni nanoparticles (NPs) confined in mesopores of aluminum-modified SBA-15 (AlSBA-15) were prepared for the first time using ethylene glycol (EG) as the solvent and delivery conveyor (Ni/AlSBA-15-EG). Transmission electron microscopy (TEM) and high-angle annular dark-field scanning transmission electron microscopy (HAADF-STEM) results showed that ultra-small Ni NPs (average particle size, 3.1 nm) were successfully embedded into the hexagonal mesopores of AlSBA-15 with a perfect peasecod-like structure. Compared with Ni/SBA-15-EG, the Ni/AlSBA-15-EG catalyst exhibited better catalytic activity and coke resistance in DRM. To further test their hydrothermal stability under more harsh reaction conditions (the reverse water gas shift reaction takes place under DRM conditions), the catalysts were first tested in the methane steam reforming reaction. After testing for 20 h, the Ni/AlSBA-15-EG catalyst retained its original structure, while the mesopores of Ni/SBA-15-EG had totally collapsed. This clearly indicated that the Ni/AlSBA-15-EG catalyst had superior hydrothermal stability and potential for long-term use in the DRM reaction (in which the reverse water gas shift reaction is present). Therefore, the ultra-small Ni particle size, confinement effect deriving from the mesoporous channels of AlSBA-15 support, and superior hydrothermal stability (derived from AI-stabilized SBA-15) are proposed as the main factors contributing to the excellent performance of Ni/AlSBA-15-EG catalyst in methane reforming reactions. This strategy could be used to design other high-performance Ni-based catalysts for DRM.