Joining Yittria Stabilized Zirconia (YSZ) to NiCr metal was fabricated using YSZ/NiCr Functionally Graded Materials (FGM) Interlayer by hot pressing process. Microscopic observations demonstrate that the composition and microstructure of YSZ/NiCr FGM distribute gradually in stepwise way, eliminating the macroscopic ceramic/metal interface such as that in traditional ceramic/metal joint. The thermal characteristics of this YSZ/FGM/NiCr joint were studied by thermal shock testing and therml barrier testing. Thermal shock test was conducted by gas burner rig. Acoustic Emission (AE) monitoring was performed to analyze the microfracture behavior during the thermal shock test. It could be confirmed that FGM was the excellent performance of thermal shock/barrier resistance at above $1000^{circ}C$.