Functionally graded material (FGM) is well-known as one of the most promising materials in the 21st century, which has become the hot issue on its mechanical behavior and composition design. The optimization design of the material distribution properties for an FGM hollow vessel subjected to internal pressure were investigated in this paper. By constructing an exponentially function determining the material properties, the general analytical solution of the stresses of the FGM pressure vessel was given based on the Euler-Cauchy formula. And then, an optimization model for obtaining the optimal material distribution of FGM vessel was proposed coupling the general finite element (FE) code. The discrepancy between the analytical solution and the numerical solution was about 2%, which verified the reliability of the proposed models, and the optimization results also proved the feasibility of proposed optimization scheme because of arriving at the optimal solution in a few iterations. Results obtained would be helpful in designing an FGM pressure vessel.