A traditional notion of composites has been composed as a uniform dispersoid, but now it is proposed without regard to such rule with process development. Functionally Graded Material(FGM) consists of a new material design that is to make intentionally irregular dispersion state. In this study, thermal stress analysis of plasma spraying PSZ/NiCrAlY gradient material was conducted theoretically using a finite-element program. A formations of the model are direct bonding material(NFGM) and FGM with PSZ and NiCrAlY component element. The temperature conditions were $700^{circ}C$ to 1100.deg. C assuming a cooling-down precess up to room temperature. Fracture damage mechanism was analyzed by the parameters of residual stress.