Abstract: This paper aims at effectively simulating the influence of microscopic heterogeneous properties of functionally graded material (FGM) to the overall thermomechanics performances. The two-dimensional microstructures of FGM were generated based on the random morphology description functions (RMDF) method and exponential function distribution of volume fraction, and then the coupling extended multiscale finite element method (CEMsFEM) was developed for the thermal stress analysis of FGM. Based on the basic idea of extended multiscale finite element method (EMsFEM), two sets of numerical base functions of temperature and displacement were constructed to bring the microscopic heterogeneous properties to the macroscopic response. The additional coupling items for base functions of displacement were added to consider the coupling effects caused by the Poisson's ratio. The mapping relationship between the element information on macroscale and microscale was then constructed by the base functions, thus the equivalent equations were solved on macroscale and the computational complexity can be greatly reduced. To better consider the influence of microscopic load, the actual response of the structure was decomposed into macroscopic response and microscopic perturbation and then the modified macroscopic load vectors were derived. Finally the thermal stress analysis of FGM examples in different load cases was presented and demonstrates the accuracy and efficiency of the proposed method. The size effect of microscopic structure to the structural thermo-mechanical response was also discussed.