In this paper, we propose a Fuzzy Cognitive Map (FCM) learning approach with a multi-local search in balanced memetic algorithms for forecasting industrial drying processes. The first contribution of this paper is to propose a FCM model by an Evolutionary Algorithm (EA), but the resulted FCM model is improved by a multi-local and balanced local search algorithm. Memetic algorithms can be tuned with different local search strategies (CMA-ES, SW, SSW and Simplex) and the balance of the effort between global and local search. To do this, we applied the proposed approach to the forecasting of moisture loss in industrial drying process. The thermal drying process is a relevant one used in many industrial processes such as food industry, biofuels production, detergents and dyes in powder production, pharmaceutical industry, reprography applications, textile industries, and others. This research also shows that exploration of the search space is more relevant than finding local optima in the FCM models tested.