In this paper, the electromechanical response of piezoelectric coating-functionally graded piezoelectric (FGP) interfacial layer–piezoelectric substrate system under the rigid spherical punch is considered. It is assumed that the piezoelectric coating and piezoelectric substrate are connected by the FGP interfacial layer which is simulated by a multi-layer model. The axisymmetric frictionless contact problem of piezoelectric coating–substrate system with FGP interfacial layer is formulated in terms of singular integral equation with the method of transfer matrix and Hankel integral transform technique. The effect of the gradient of material properties on the stress components and electric displacement components in piezoelectric coating–substrate system is gained by solving the equation numerically. The present results could serve as a useful reference for the design of piezoelectric coating–substrate system.