With the aim to evaluate the performance of functionally graded (FG) tungsten/EUROFER multilayer under fusion relevant transient heat loads, this study summarizes the experimental results on type-I edge localized mode (ELM)-like thermal shock exposures of a FG tungsten/EUROFER multilayer. Absorbed power densities of 0.19 and 0.38 GW/m² with a pulse duration of 1 ms, and base temperatures of room temperature and 550 °C were chosen. We assessed the effect of variable FG-layers that consisted of three designed thicknesses and two kinds of layer numbers. The conclusion is that the introduction of FG-layers improves the thermal shock resistance. The thermal shock crack thresholds at RT and 550 °C of five multilayers lie between 0.19 and 0.38 GW/m².