To simulate the thermal properties of cave dwellings, which are warm in winter and cool in summer, a mesoporous material with a good humidity-regulating performance was synthesized hydrothermally from loess. Through the calcination of loess, which both provides active calcium through the decomposition of calcite within loess and improves the reactivity by dehydroxylation, a tough mesoporous material could be synthesized without any additives, and tobermorite formation was found to exert a positive effect on its strength and porosity. Mesopores seemed to exert a positive influence on the humidity-regulating performance of the material from loess. Although calcination destroyed the original porosity of the loess, the porosity and thus the humidity-regulating performance could be recovered greatly through hydrothermal treatment. As such, using only calcined loess, a tough mesoporous material exhibiting good humidity-regulating performance was synthesized that could be used as a "cave-dwelling" building material in cities to save energy.