The present paper studies the optimization problem of material composition distribution for functionally graded materials (FGMs) coating system subjected to thermal loading. The each interlayer of FGMs coating and substrate materials are assumed to be thermo-elastic, and the material parameters of each interlayer are gained by micromechanics method. Optimizing the thermal stress distribution and minimizing the thermal stress are carried out by micro Genetic Algorithms. Optimization results of composition distribution of FGMs are gained. The results show that the micro Genetic Algorithms is an efficient method for the optimization problem of material composition distribution for FGMs.