Functionally graded materials (FGMs) consist of continuously or discretely changing thermal and mechanical properties in the graded directions. The FGMs are often used for applications that involve high temperature gradients. Under this condition, the thermal and mechanical properties of materials can strongly depend upon the temperatures, which create a thermo-mechanical coupling. Available micromodels of FGMs have focused on obtaining the through-thickness mechanical properties [2,4,7]. This study develops an integrated micromechanical and structural framework for analyzing coupled heat conduction and deformations in the FGMs. A through-thickness material variation is represented with piecewise homogeneous media. Average thermomechanical properties in each homogeneous medium are obtained using a micromodel of particle reinforced composites, whose constituents’ properties can change with temperatures and/or stresses. Sequentially coupled heat transfer and displacement analyses are performed, which allows analyzing stress/strain with temperature dependent mechanical properties, but the temperature field is obtained without knowledge of stress/strain responses. Parametric studies are performed to determine the effects of through thickness material variation and constituent properties on the overall performance of the FGM. Available experimental data and analytical models are used for comparisons.