Abstract: The optimum component distribution, which includes the thickness of each layer, the number of layers and the component distribution gene, is enacted by means of finite element analysis. Based on the calculations, the optimized PSZ/Mo functionally gradient materials were synthesized using the hot pressing method. Then the thermal shock experiment is carried out using the thermal properties testing equipment which was developed by ourselves. Based on the data from the thermal shock experiment, the temperature distribution and thermal stress under steady heat insulation in the optimized component distribution PSZ/Mo functionally gradient materials were calculated to explain why the optimized samples have so good thermal shock resistance properties.