Employing Euler–Bernoulli beam theory and the physical neutral surface concept, the nonlinear governing equation for the functionally graded material beam with two clamped ends and surface-bonded piezoelectric actuators is derived by the Hamilton’s principle. The thermo-piezoelectric buckling, nonlinear free vibration and dynamic stability for the piezoelectric functionally graded beams, subjected to one-dimensional steady heat conduction in the thickness direction, are studied. The critical buckling loads for the beam are obtained by the existing methods in the analysis of thermo-piezoelectric buckling. The Galerkin’s procedure and elliptic function are adopted to obtain the analytical solution of the nonlinear free vibration, and the incremental harmonic balance method is applied to obtain the principle unstable regions of the piezoelectric functionally graded beam. In the numerical examples, the good agreements between the present results and existing solutions verify the validity and accuracy of the present analysis and solving method. Simultaneously, validation of the results achieved by rule of mixture against those obtained via the Mori–Tanaka scheme is carried out, and excellent agreements are reported. The effects of the thermal load, electric load, and thermal properties of the constituent materials on the thermo-piezoelectric buckling, nonlinear free vibration, and dynamic stability of the piezoelectric functionally graded beam are discussed, and some meaningful conclusions have been drawn.