FGMs with density gradient are of great interest in field of dynamic high-pressure physics. In this paper, tungsten particles reinforced epoxy resin composites, and FGMs with density gradient were prepared by calendering technique. Microstructures of tungsten-epoxy composites with various tungsten contents were analyzed, and the density distribution of the FGMs was characterized. The results show that the distribution of tungsten particles in tungsten-epoxy composites is homogeneous, and the combination of tungsten particles with epoxy matrix is good. The density of tungsten-epoxy composites varies from 1.26gcm-3 to 4.0gcm-3, and the thickness of each layer is about 200μm. Tungsten-epoxy FGMs with density gradient were obtained by laminating thin layers of tungsten-epoxy composites with different tungsten contents. The highly enough bonding strength between these transition layers and good parallelism were achieved. The density distribution of the tungsten-epoxy FGMs can meet the demand of the power function equation of density and thickness.