A mathematical model for the Cu/ZrW2O8 functionally graded films was established using a finite element method. The effects of the parameters, such as the layer number (N) and composition distribution index (P), on the thermal stress fields of the Cu/ZrW2O8 functional graded films were discussed. It shows that when N=5 and P=2, the maximum thermal stress in the functional graded films is decreased. And the maximum value of thermal stress appears in the internal layers of the functionally graded films. The phase composition, the surface morphology and the thermal stress of the films were analyzed by the XRD, SEM and X-ray stress tester, respectively. The results show that the thermal stress distribution is similar to that from the numerical calculation. The maximum value of the thermal stress decreases to 72% of the original coating without the functionally graded films, and appears in the internal layers of the functionally graded films.