SUMMARYThis work studies transient thermal stresses in a thick hollow cylinder made of a functionally graded material (FGM). Material properties are considered to be nonlinear with a power law distribution through the thickness. The cylinder is assumed to be of infinite length, and the plane strain condition is supposed. The displacement and the distribution of stresses are obtained by analytical solution of governing differential equations of the Navier type. The transient dynamic behavior of thermal stresses is determined and discussed for various power law exponents appearing in functions determining mechanical properties of FGMs.