MgO crystals are widely used in many industries for resisting thermal and corrosion resistance. Macro-sized tubular MgO crystals with porous structures were successfully synthesized via the compaction of magnesia and aluminum powder at temperatures above 1400 °C in an air atmosphere. The morphology and densification of the MgO tube could be easily controlled by the shape of the bore on the Al2O3 lid and the heat treatment temperature. The bore of the Al2O3 crucible was critical for MgO tube growth. The thermite reaction produced a large amount of Mg vapor, and the oxygen in the crucible was squeezed out through the bore. Owing to the constraint of the air atmosphere, the MgO vapor flowing out of the crucible, which is generated by the oxidation of the Mg vapor, is preferentially deposited around the bore to form a MgO wall. Macro-sized tubular MgO crystals were obtained by MgO wall growth. A high-temperature visualization system based on monochromatic light was applied to observe the MgO tube growth process, and the growth mechanism was confirmed. These findings can be expected to enhance the aluminum-containing magnesia-based refractories with self-healing and presents a promising strategy for the economical production of high-purity MgO.