We report the fabrication of ErAl2 magnetocaloric wires by a powder-in-tube method (PIT) and the evaluation of magnetic entropy change through magnetization measurements. The magnetic entropy change of ErAl2 PIT wires exhibits similar behavior to the bulk counterpart, while its magnitude is reduced by the decrease in the volume fraction of ErAl2 due to the surrounding non-magnetic sheaths. We find that another effect reduces the magnetic entropy change of the ErAl2 PIT wires around the Curie temperature, and discuss its possible origin in terms of a correlation between magnetic properties of ErAl2 and mechanical properties of sheath material.