The effect of third-order shear deformation theory (TSDT) on thick functionally graded material (FGM) spherical shells under sinusoidal thermal vibration is investigated by using the generalized differential quadrature (GDQ) numerical method. The TSDT displacement field and an advanced nonlinear shear correction coefficient are used to derive the equations of motion for FGM spherical shells. The simple stiffness of FGM spherical shells under a temperature difference along the linear vs. z-axis direction is considered in the heat conduction equation. The dynamic GDQ discrete equations of motion subjected to thermal load and inertia terms can be expressed in matrix form. A parametric study of environmental temperature, FGM power-law index, and advanced nonlinear shear correction on thermal stress and displacement is conducted under the vibration frequency of a simply homogeneous equation and applied heat flux frequency. This is a novel method for obtaining the numerical GDQ results, comparing cases with linear and advanced nonlinear shear correction. The novelty of the present work is that an advanced varied-value type of shear correction coefficient can be successfully used in the thick-walled structure of FGM spherical shells subject to thermal vibration while considering the nonlinear term of TSDT displacements. The purpose of the present work is to investigate the numerical thermal vibration data for a two-material thick FGM spherical shell.