This paper presents the steady-state stress analysis of single-layered and multilayered plates and shells embedding Functionally Graded Material (FGM) layers under moisture conditions. This solution relies on an exact layer-wise approach; the formulation is unique despite the geometry. It studies spherical and cylindrical shells, cylinders, and plates in an orthogonal mixed curvilinear coordinate system (α, β, z). The moisture conditions are defined at the external surfaces and evaluated in the thickness direction under steady-state conditions following three procedures. This solution handles the 3D Fick diffusion equation, the 1D Fick diffusion equation, and the a priori assumed linear profile. The paper discusses their assumptions and the different results they deliver. Once defined, the moisture content acts as an external load; this leads to a system of three non-homogeneous second-order differential equilibrium equations. The 3D problem is reduced to a system of partial differential equations in the thickness coordinate, solved via the exponential matrix method. It returns the displacements and their z-derivatives as a direct result. The paper validates the model by comparing the results with 3D analytical models proposed in the literature and numerical models. Then, new results are presented for one-layered and multilayered FGM plates, cylinders, and cylindrical and spherical shells, considering different moisture contents, thickness ratios, and material laws.