Functionally graded materials (FGMs) are composite materials in which the properties are varied continuously from one face to the other via a compositional gradient. Functionally graded structures can be found in nature as evident in the cross-sections of bone, teeth and many plant stems, for example bamboo. Initially conceived for the purpose of thermal barrier coatings on spaceplanes, FGMs are finding more applications in other fields such as in polymers, biomedical and semiconductors. In this review, we take a look at two kinds of ceramics, carbon-carbon and fused silica, their properties and processing methods, as well as the possibility of incorporating them in a functionally graded material for use in high-temperature applications. Both carbon and fused silica have similarly low thermal expansion coefficients which will (1) allow the degree of thermal mismatch between the graded layers to be minimized and; (2) reduce the thermomechanical shock that will occur in the presence of a steep temperature gradient.