Functionally graded materials(FGMs) are highlighted to be suitable for high temperature engineering due to their continuous distribution of material properties. In this paper, an optimal design is executed for determining the optimal material volume distribution pattern that minimizes the steady-state thermal stress of FGM heat-resisting composites. The interior penalty function method and the golden section method are employed as optimization techniques while the finite element method is used for thermal stress analysis. Through numerical simulations we suggest the volume fraction distributions that considerably improve initial thermal stress distributions.