Analyzing on working conditions and wear mechanisms of coal water slurry（CWS）nozzles，a model for designing ceramics CWS nozzle with functionally gradient is proposed. The finite element method（FEM）is used to evaluating the residual thermal stress of the ceramic nozzle with unilateral functionally gradient during the fabricating process. Result showed that the residual thermal stress in gradient ceramic CWS nozzle could partially counteract the thermal stress of ceramic nozzle in CWS burning process, and improve the thermal erosive wear resistance of ceramic nozzles.