A model for designing TiB2-Cu Functionally Graded Materials (FGM) was presented. The thermal stress in the steady-state was calculated with finite element method. To simulate the transient real using condition of FGM, a continuous stable heat flux is applied to the ceramic side of the model. By analyzing the thermal stress distribution along the gradient direction and the maxium stress distribution in both steady-state and transient temperature fields, the thermal stress relaxation in FGM, layered non-Functionally Graded Materials (nFGM) and homogeneous cermets were compared. The result showed that the optimized FGM has much better ability of anti-distortion and thermal stress relaxation than the nFGM.