Hydrothermal stresses in a clay put in a high-speed drying furnace are discussed. This practical clay is treated as a hygrothermal elastic material that has a simple shape of an infinite body with a bored cylindrical hole. Thus, a theory of hygrothermoelasticity with uneven distributions of temperature and moisture concentration is used to find a closed-form hygrothermal hoop stress in such a body and to illustrate the solution graphically. For a clay put into a high-speed drying furnace, the effects of thermal expansion and drying contraction on the clay cracking are discussed in detail. In particular, it is shown that the effect of thermal expansion on cracking is much smaller (only a few percent) than that of drying contraction, even at high temperatures. As a result, the clay cracking under practical drying conditions would be caused by a drying stress concentration.