This study is focused on the analysis of thermos-elastic characteristics of a gas turbine combustion chamber, where the inner surface experiences a higher temperature while the outer region of the wall should be thermally conductive to dissipate the heat of combustion. Using a single material is not suitable to ensure the above two requirements simultaneously. Instead of using a single material, a layered combustion chamber with high-temperature material at the inner region and thermally conductive material at the outer region can be a solution. This produces the problem of a sharp interface where disbonding occurs due to high thermal stresses. The problem of sharp interface can be eliminated by using a functionally graded material (FGM) layer in between the inner and outer layers of the combustion chamber. The present study considers a gas turbine combustion chamber consisting of three layers: the inner layer is used as a thermal barrier coating, the intermediate layer is a smooth transition from the inner layer to the outer layer, and the outer layer is a thermally conductive material. ANSYS simulation is used for the analysis of thermos-elastic characteristics of the combustion chamber with homogeneous and FGM intermediate layers. The effect of linear and nonlinear material distributions in the FGM layer on the thermos-elastic characteristics is studied. A comparison of results reveals that thermal stress smoothly changes from the inner layer to the outer layer in the case of the FGM intermediate layer compared to the homogeneous intermediate layer. This suggests that a combustion chamber with an FGM intermediate layer is more reliable than a homogeneous intermediate layer.