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This paper is concerned with theoretical treatment of transient thermal stress problem involving a laminated composite hollow sphere with an interlayer of functionally graded material. The thermal and thermoelastic constants of the interlayer are expressed as power function of the radial coordinate variable. We obtain the exact solution for the one-dimensional temperature change, and thermal stresses of a hollow sphere. The numerical calculations are carried out for functionally graded materials composed of alumina and aluminum alloy. Some numerical results for the temperature change, the displacement and the stress distributions are shown. Furthermore, the influence of the thickness of the interlayer is investigated.