To investigate the effects of both water-based and oil-based material systems, as well as porosity gradient-enhanced (PGE) structure on the performance of 3D printed Al₂O₃ porous ceramics, various ceramic parts with different hole densities were fabricated using stereo lithography apparatus (SLA) 3D printing technology. The shrinkage rate, compressive strength, and microstructure of the printed parts in two material systems were comparatively analyzed. Additionally, the porosity, bending performance, and thermal shock resistance of the parts before and after PGE optimization were discussed in detail. The results indicated that the shrinkage and compressive strength of the parts formed by oil-based materials significantly surpassed those of water-based materials, with particles exhibiting a denser microscopic appearance. Nevertheless, the particles of parts formed by water-based materials were in spherical shape, separating from each other. Furthermore, the adoption of PGE structure effectively avoided the occurrence of regional fracture phenomenon in the parts. The PGE parts with different hole densities all achieved a 12%–14% increase in bending strength, as well as a 14%–18% improvement in thermal shock strength. In conclusion, the proper use of oil-based Al₂O₃ ceramic paste along with the rational design of PGE structures are effective approaches to improving the performance of Al₂O₃ porous ceramics, rendering its adaptation to the increasingly complex demands of industrial applications.