We consider a linearly thermoelastic composite medium, which consists of a homogeneous matrix containing a statistically inhomogeneous random set of ellipsoidal uncoated or coated inclusions, where the concentration of the inclusions is a function of the coordinates (functionally graded material). Effective properties, such as compliance and thermal expansion coef®cient, as well as ®rst statistical moments of stresses in the components are estimated for the general case of inhomogeneity of the thermoelastic inclusion properties. The micromechanical approach is based on the Green function technique as well as on the generalization of the multiparticle effective ®eld method (MEFM), previously proposed for the research of statistically homogeneous random structure composites. The hypothesis of effective ®eld homogeneity near the inclusions is used; nonlocal effects of overall constitutive relations are not considered. Nonlocal dependences of local effective thermoelastic properties as well as those of conditional averages of the stresses in the components on the concentration of the inclusions are demonstrated.