Functionally graded material (FGM) has an excellent ability to reduce thermal stresses, especially in high-temperature applications such as the international thermonuclear experimental reactor (ITER). In the present study, the thermo-elasto-plastic behaviors of a particle-reinforced FGM plate (FGP) with substrate and coating layers are presented in the fabrication process. The thermo-elasto-plastic constitutive equation of a particle-reinforced composite taking temperature change and damage process into consideration is used to calculate the thermo-elasto-plastic stresses. The macroscopic stress components as well as the microscopic stress components are obtained using the temperature-dependent properties of the constituent materials. The FGP consists of the coating layer, the FGM layer, and the substrate layer. The FGM layer is divided into three regions. First, the. region near the metal substrate is metal rich; and the metal is considered a matrix, while the ceramic is considered particles. Second, the region near the ceramic coating is ceramic rich, so the materials of the matrix and the particle are opposite those of the first region. Third, the middle region between the previous two regions is metal and ceramic that are perfectly mixed. In the third region the macroscopic analysis is made because the difference between the volume fractions of the ceramic and the metal is so small that it is difficult to consider one of them as a matrix or particles. The substrate and coating effects on the thermo-elasto-plastic stresses and optimal profile of the volume fraction of the ceramic are presented using the finite element method.