Monolithic SiC and SiC/C FGM layers were deposited on the graphite substrates by the CVD method and their thermal properties of the two specimens were investigated by thermal shock test for comparison. Temperature profiles and thermal stress distributions on thermal shock test were calculated by a commercially used computer program to see the thermal stress differences inside of two specimens. The specimens coated with FGM were expected to show a efficient relaxation of thermal stresses at the interface and they were not cracked under the actual $Delta$T=1600 K experimental condition. This result proved that the experimental results were well accorded with the expectation from the theoretical calculations.