FGM structure is promising to enhance thermoelectric conversion efficiency. Excellent bonding of different materials is important. In this study, three types of CoSb3/Bi2Te3 FGM were fabricated, and interfaces were analyzed. Results for powder co-sintering samples showed that a transition section about 110 mum, was formed. Strong bonding was acquired in samples with Bi0.5Sb1.5Te3 powder as interface layer, and width for diffusion area was about 30 mum. While in samples using Sri foil as interface layer, two new phases were formed in transition section.