Purpose This paper aims to present thermal and mechanical stresses in solid and hollow thick-walled cylinders and spheres made of functionally graded materials (FGMs) under the effect of heat generation. Design/methodology/approach Constant internal temperature and convective external conditions in hollow bodies along with internal heat generation with a combination of outer convective conditions in solid bodies are investigated individually. The effect of the heat convection coefficient on solid bodies is additionally discussed. The variation of the FGM properties in the radial direction is adapted to the Mori-Tanaka homogenization schemes, which produces irregular and two-point linear boundary value problems that are numerically solved by the pseudospectral Chebyshev method. Findings It has been shown that the selection of the mixtures of FGMs has to be made correctly to keep the thermal and mechanical loads acting on objects at low levels. Originality/value In this study, both solid and hollow functionally graded cylinders and spheres for different boundary conditions that are as their engineering applications are examined with the proposed method. The results have demonstrated that the pseudospectral Chebyshev method has high accuracy, low calculation costs and ease of application and can be easily adapted to such engineering problems.