A composite laminate embedded with the functionally graded shape memory alloy (FGSMA) actuators is theoretically investigated. The constitutive models of the FGSMA composite including the single layer SMA composite, multilayer SMA composite with the same volume fraction of the SMA, are first built. And then an example using such model is discussed on a published SMA hybrid composite under thermo loading to prove the validity of the theoretical work. Finally, the thermomechanic behaviors of the FGSMA composite with different embedded layers and different volume fractions of the SMA are obtained.