The model of thermo-elasto-plastic damage functionally graded material is developed and the numerical simulation of the material behaviour under complex thermomechanical loading conditions is performed. Sensitivity of the model response to variation of the basic mechanical moduli is examined for a graphite cast iron characterized by a changing volume fraction of graphite particles. The capability of the model to predict response of the complex (thermal barrier/functionally graded material/substrate material) system under thermal loading is checked by the use of two constituents: cast iron and ceramic, and the spatially changing temperature-dependent properties are governed by the appropriate rule of mixture. The response of the threelayer TBC/FGM/S system is compared to the reference metallic structure to show the benefits of the three-layer system.