A numerical, generalized differential quadrature (GDQ) method is presented on applied heat vibration for a thick-thickness magnetostrictive functionally graded material (FGM) plate coupled with a cylindrical shell. A nonlinear c1 term in the z axis direction of a third-order shear deformation theory (TSDT) displacement model is applied into an advanced shear factor and equation of motions, respectively. The equilibrium partial differential equation used for the thick-thickness magnetostrictive FGM layer plate coupled with the cylindrical shell under thermal and magnetostrictive loads can be implemented into the dynamic GDQ discrete equations. Parametric effects including nonlinear term coefficient of TSDT displacement field, advanced nonlinear varied shear coefficient, environment temperature, index of FGM power law and control gain on displacement, and stress of the thick magnetostrictive FGM plate coupled with cylindrical shell are studied. The vibrations of displacement and stress can be controlled by the control gain algorithms in velocity feedback control law.