The burner heating test was carried out for evaluating the thermomechanical performance of SiC-A1N/Mo Functionally Graded Materials (FGMs) fabricated by powder metallurgical process. The ceramic surface was heated with burner flame and the bottom surface cooled by water flow. The top and bottom surface tempera-tures and the average heat flux were determined as a function of the power output of burner. Thermal shock damage was monitored with acoustic emission signals liberated from damage initiation and propagation. By increasing the output power of burner stepwisely, a cycle of heating and cooling was repeated until a large damage was detected. The holders made of Ti and Cu were prepared as cooling substrates so as to investigate the influence of the material of the holders on thermal shock damage. The Ti holder was found to contribute the increase of the heat insulating efficiency with effective black radiation from the top surface, which increases remarkably with increase in the surface temperature. The thermal shock damage of the specimen mounted on the Ti holder was observed on the ceramic surface during cooling. The mechanism for this damage formation was found to be very similar to the case of PSZJStainless steel functionally graded materials.