Functionally gradient materials(FGMs) generally consist of different material components, such as ceramics and metals. Continuous changes in their composition, microstructure, porositys, and so on result in gradients in the properties of FGMs. In this study AlN/Al-$Al_3$Ti FGM cubes were fabricated by the powder metallurgical process, and the characteristics of the FGMs were investigated. Powders of Mg and Ti mixed with Al in different ratios or the stack of the mixed powders having a stepwisely controlled compositional gradient from one plane to another were formed in a steel mold. The more the composition of Mg and sintering temperature are increased, the more the amount of AlN is formed. AlN and $Al_3$Ti distributed with continuously gradient composition were detected by XRD analysis and also revealed in optical microstructures, and microhardness tests.