Abstract <p>Functionally gradient materials have attracted extensive attention and research due to their remarkable resistance to thermal shock under harsh thermal conditions. In addition, the analytical model of thermoelasticity encounters pronounced limitations when applied to micro-structures. This deficiency can be ascribed to its failure to incorporate the ramifications of the spatially size-dependent effects that are intrinsically linked to heat transfer and elastic deformation. To accurately model the thermo-mechanical coupling at nanoscale, a nonlocal dual-phase-lag thermoelasticity with nonlocal elasticity effect is given in this work. In the aspect of application, the thermo-mechanical behavior of a functionally graded spherical microshell heated by a thermal-mechanical loading is studied. Governing equations including the nonlocal thermal parameter, the nonlocal elasticity parameter, the power law index are derived solved by Laplace transformation. It is shown by the achieved results that the thermal deformation under ultrafast heating condition will be reduced when the influences of nonlocal effect and ceramic composition are considered.</p>