In those preceding analyses of FGM structure, most of the researches emphasized the significance of the meso-structure and ignored the macro-structure. There are certain limitations regarding grads essence, which fully embodies the combination of the macro-scopic and meso-scopic respects of structure in their researches. In addition, the existing mechanical theory has not been employed to systemize their theories. The heterogeneous constitutive theory of the generalized FGM structure is founded in this paper by taking the design requirements of the applicable FGM structure into consideration. On the basis of that, the solution is sought for the field of displacement and stress of the heterogeneous and anisotropic FGM structure under the combined pressure of temperature loads and force loads by utilizing the generalized double Fourier series solution and the extensive form variations.