Abstract: Functionally gradient material (FGM) was a new concept developed by Japanese scientists six years ago.The two sides of FGM are composed of different kinds of materials with different properties to face harsh conditions. While the composition and micro-structure of the materials between the two parts are changing gradiently that there are no interfaces inside FGM. In this way,we can eliminate the non-matching factors of properties in linking parts.This kind of materials will find wide applications and high service value in astronautic technology and nuclear industry.This paper describes the design idea of FGM, the advances on the study of FGM, and the work on FGM conducted by ourselves.Different preparation methods are reviewed and compared.