This paper presents a semi-analytical method to investigate the frictionless contact mechanics between a functionally graded material (FGM) coating and an orthotropic substrate when the system is indented by a rigid flat punch. From the bottom, the orthotropic substrate is completely bonded to the rigid foundation. The body force of the orthotropic substrate is ignored in the solution, while the body force of the FGM coating is considered. An exponential function is used to define the smooth variation of the shear modulus and density of the FGM coating, and the variation of Poisson’s ratio is assumed to be negligible. The partial differential equation system for the FGM coating and the orthotropic substrate is solved analytically through Fourier transformations. After applying boundary and interface continuity conditions to the mixed boundary value problem, the contact problem is reduced to a singular integral equation. The Gauss–Chebyshev integration method is then used to convert the singular integral equation into a system of linear equations, which are solved using an appropriate iterative algorithm to calculate the contact stress under the rigid flat punch. The parametric analyses presented here demonstrate the effects of normalized punch length, material inhomogeneity, dimensionless press force, and orthotropic material type on contact stresses at interfaces, critical load factor, and initial separation distance between FGM coating and orthotropic substrate. The developed solution procedures are verified through the comparisons made to the results available in the literature. The solution methodology and numerical results presented in this paper can provide some useful guidelines for improving the design of multibody indentation systems using FGMs and anisotropic materials.