In this study, the fabrication of multilayer Al(Zn)–Al2O3 with different volume fractions of Al2O3 was investigated. Al and ZnO powders were milled by a planetary ball mill, after which five-layer functionally graded samples were produced through hot pressing at 580°C and 90 MPa pressure for 30 min. Formation of reinforcing Al2O3 particles occurred in the aluminum matrix via the aluminothermic reaction. Determination of the ignition temperature of the aluminothermic reaction was accomplished using differential thermal and thermogravimetric analyses. Scanning electron microscopy, energy dispersive spectroscopy, and X-ray diffractometery analyses were utilized to characterize the specimens. The thermal analysis results showed that the ignition temperatures for the aluminothermic reaction of layers with the highest and lowest ZnO contents were 667 and 670°C, respectively. Microstructural observation and chemical analysis confirmed the fabrication of Al(Zn)–Al2O3 functionally graded materials composites with precipitation of additional Zn in the matrix. Moreover, nearly dense functionally graded samples demonstrated minimum and maximum hardness values of HV 75 and HV 130, respectively.