Joël,
Your code uses a loop unnecessarily. You just need one line of code to remove the item. Try this:
Public Sub Effacer_etu()
    Try
        _listeEtu.Remove(_etudiant)
    Catch ex As Exception
        MsgBox(ex.Message)
    End Try
End Sub
You will get the same result without the unnecessary looping.
solved How to remove the actual item in my ArrayList