?The functionally graded material (FGM) is the new concept for a heat resisting material. FGM consists of ceramics on one side and metal on the other. A composition and microstructure of an intermediate layer change continuously from ceramics to metal at the micron level. This study is carried out to analyze the thermal shock characteristics of functionally graded PSZ/ metal composites. Heat-resistant property was evaluated by gas burner heating test using $C_2H_2/O_2$ combustion flame. The ceramic surface was heated with burner flame and the bottom surface cooled with water flow. Also, the composition profile and the thickness of the graded layer were varied to study the thermo mechanical response. Furthermore, this study carried out the thermal stress analysis to investigate the thermal characteristics by the finite element method. Acoustic emission (AE) monitoring was performed to detect the microfracture process in a thermal shock test.