Ti-Al₂O₃ functionally graded material (FGM) is tentatively fabricated by dry jet spraying of ultrafine particles (UFPs) onto a Ti substrate and subsequent temperature-gradient sintering. The FGM layer is formed by gradually decreasing the ratio, r=Ti/(Ti+Al₂O₃), during the dry-jet spraying. It is found to be effective to add Ti-or Zr-hydrides to the Ti substrate to decrease the number of cracks which appear in the FGM layer due to the difference in the amounts of shrinkage during sintering. Since the composition range between r=1 and r=0.5 is known to show large shrinkage, it is better to start the dry-jet spraying from r=0.5 than to start from r=1 to decrease the size of voids. Despite the existence of the skipped r range, the r in the sintered composite changes from r=1 to r=0, which is considered to be due to the abnormally rapid diffusion of Ti atoms. The fabrication of an FGM in the shape of a cylinder with locally different diameters is also tried and it is found that by adjusting the pressure of isostatic pressing of the dry jet sprayed composite the formation of cracks in the neighborhood of the protrusions is suppressed.