The work aims to obtain a reasonable W/ODS FGM material design by studying the thermal stress under the service conditions of W/ODS ferrite steel functionally graded material (W/ODS FGM), so as to achieve the optimization effect of thermal stress. By changing the W/ODS FGM material gradient layer composition distribution index, the gradient layer thickness, and the metal W coating thickness with finite element analysis method under the service conditions of the divertor, the influence of the variation of each parameter on the thermal stress size and distribution was explored. The stress of the gradient layer increased with the increase of the distribution index p value, while the thermal stress of the W layer decreased first and then increased with the increase of the p value. When p = 0.5, the maximum thermal stress occurred in the middle of the gradient layer. When p=1 or 2, the maximum stress was transferred to the junction of the FGM/W layer from the middle of FGM layer. The thermal stress of the coating increased greatly as the HFGM increases. The thicker or thinner HFGM could both cause thermal stress to concentrate at the FGM/W junction. The increasing HW could increase the thermal stress at the W/FGM interface, thus leading to the instability of the coating. With the increase of p and HFGM, the thermal stress increases and also causes the translocation of largest thermal-stress zone. On the other hand, increasing thickness of W layer leads to the increase of thermal stress and the maximum stress is at the W/FGM interface, which is not conducive to improving the coating life. The maximum thermal stress areas are located in the middle of the gradient layer of HW=HODS=1 mm, HFGM=8 mm, p=0.5 and HW=HODS=1 mm, HFGM=4 mm, p=1. Moreover, the maximum thermal stress of latter is less than that of the former, so the latter one has more ideal FGM material structure.