The paper analyzes the thermoelastic problem of the FGM objects using meshless weighted least-square method (MWLS). The MWLS as a meshless method is fully independent of mesh, and a discrete function is used to construct a series of linear equations, which avoided the troublesome task of numerical integration. Firstly, the geometric model of a FGM object is represented by the signed distance field in some resolution; next, each grid is assigned with material volume fraction based on the distance value. Then, discrete nodes (including boundary and interior nodes) are obtained for MWLS analysis. The effectiveness and accuracy of the approach is illustrated by several numerical examples. Numerical cases show that a good agreement is achieved between the results obtained from the proposed meshless method and available analytical solutions or commercial software COMSOL Multiphysics.