The TiB2/(TiB2+AlN)/AlN/(AlN+Cu)/Cu functionally graded materials were successfully fabricated via spark plasma sintering (SPS) method, in which a temperature gradient was achieved by using a specially designed mold and different sintering sequences were carried out. XRD analysis and SEM observations were respectively performed upon the TiB2/AlN/Cu composites. The results show that no new phases were introduced into the composites after mechanically milling or SPS process. The layered composites were found to have a dense microstructure, which changes gradually along a composition gradient. The present FGMs are developed as electrode materials of a solar thermoelectric module.