In the present study, Al2TiO5/Al2O3 composites with different bulk-ratios were fabricated at first, and their parameters were also measured. Then the residual thermal stresses of Al2TiO5/Al2O3 FGM generated during the fabrication process were simulated by finite element method. The optimum componential distribution exponent of this FGM was obtained on the basis of the comprehensive considerations of the minimum residual thermal stress and its location. Finally, by employing optimum simulation results, the integrated Al2TiO5/Al2O3 functionally graded material was prepared successfully.