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Aerospace, large-scale energy storage, and integrated circuits face significant challenges in ensuring long-term bonding and sealing between dissimilar materials and devices under extreme service conditions such as high temperatures, corrosion, and radiation. Functionally graded materials (FGMs), inspired by nature and engineered to meet the needs of modern technology and advanced equipment, exhibit heterogeneous properties by controlling gradual variations in composition and structure over both time and space. These materials offer considerable advantages in thermal stress mitigation, design flexibility, and performance under extreme environments. We have focused on multi-dimensional design strategies, additive manufacturing, and the application of FGMs in extreme environments. We proposed a mathematical expression model for the multi-dimensional gradient design of FGMs, enabling a leap from lower-dimensional to higher-dimensional spaces and greatly expanding the geometric and gradient dimension freedoms in material design. By combining AI-assisted defect detection algorithms with laser powder bed fusion and laser-directed energy deposition technologies, we have developed a series of FGMs and devices, providing crucial theoretical support for the design optimization of FGMs under extreme service conditions.