[yashrudroju (OP)]

I saw a phenomenon that the

dry thread is some brittle in nature and a wet thread is hard in nature.

why this phenomenon occurs.

[Colin2B]

Not in my experience. Could you be more specific on the type of thread and what you observe.
I have observed that wet threads behave differently because the moisture lubricates the strands as they rub together, but I wouldn't describe this as difference between brittle and hard.

[RD]

wet fabric can be stronger than dry ... http://www.open.edu/openlearn/science-maths-technology/science/chemistry/shanghai-noon

[Colin2B]

wet fabric can be stronger than dry ...

Yes, I wonder if the poster means that a wet thread will self support, stifffer,  e.g. When heading a needle, I'm sure this is due to the threads sticking together and forming a more cohesive structure.