We show the invention of the new type of hermetically sealed high-intensity discharge lamps, made Of Mo-SiO2 functionally graded material (FGM) as an electrode and a sealing component. In the case of high-intensity discharge lamps with Mo-SiO2 FGM (FGM lamp), the thermal expansion coefficient between Mo and SiO2 is functionally graded so that it tolerates a large number of heating cycles, with no cooling system required. Furthermore, lamps survive without breakage. The W electrode is totally separated from the lamp envelope by the FGM, so that no leakage of the luminous elements or gases takes place, when a large gas pressure exists inside a lamp.