The aim of the present work is to examine the thermally induced disturbances in a transversely isotropic nonlocal exponentially graded (nonhomogeneous) thermoelastic half‐space with voids within the framework of dual‐phase‐lag (DPL) theory. It is supposed that the material's properties are graded in z‐direction. By employing normal mode technique, the exact expressions of the temperature field, the change in volume fraction field, displacement and stress components are obtained. The obtained results are computed numerically for a magnesium crystal‐like material and depicted graphically to display the effects of material's anisotropy, non‐homogeneity parameter, generalized theories, nonlocal parameter, void parameter and time on the variations of different physical fields. Certain limiting cases of interest have been deduced from the present investigation.