The development of a new material which should be continuously usable under severe environment of very high temperature has been urgently requested. The conventional thermal barrier coating(TBC) is a two layer coating, but a composition and a microstructure of functionally graded material(FGM) are varied continuously from place to place in ways designed to provide it with the maximum function of mitigating the induced thermal stress. The purpose of this study is to evaluate the heat-resistant characteristics by thermal shock of laser and furnace heating. The fracture behaviors of non-FGM(NFGM) and FGM were investigated based on acoustic emission(AE) technique during thermal shock test. Therefore, it can be concluded that FGM gives higher thermal resistance compared to NFGM by AE signal and fracture surface analysis.