The direct reaction method has been used for the fabrication of Al-Mg/$Al_2O_3$ functionally gradient materials. It was found that the reaction layer of the Al-Mg/$Al_2O_3$ powder compact at $900^{circ}C$ under air atmosphere led to the formation of reaction layers with varying ceramic phase contents. As the results of experiments by using the TGA system, the characteristics and growth behavior of the reaction layers were affected by the reaction temperature, the gas flow rate, the Mg contents and the $Al_2O_3$ contents.