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This study attempts to derive the statistics of temperature and thermal stress in functionally graded material (FGM) plates exposed to random external temperatures. The thermomechanical properties of the FGM plates are assumed to vary arbitrarily only in the plate thickness direction. The external temperatures are expressed as random functions with respect to time. The transient temperature field in the FGM plate is determined by solving a nonhomogeneous heat conduction problem for a multilayered plate with linear nonhomogeneous thermal conductivity and different homogeneous heat capacity in each layer. The autocorrelations and power spectrum densities (PSDs) of temperature and thermal stress are derived analytically. These statistics for FGM plates composed of partially stabilised zirconia (PSZ) and austenitic stainless steel (SUS304) are computed under the condition that the fluctuation in the external temperature can be considered as white noise or a stationary Markov process.