This paper introduces an adaptive nested non-invasive dynamic SIGA method based on RBFNN for the nonlinear thermal vibration analysis of FGM plates under random loading. This method is robust and accurate in high-dimensional input spaces regardless of the sample sequence, addresses the low convergence rate of QMCS, and solves the stochastic dynamic response probability density function under random loading. Firstly, the multidimensional input space for random loading is constructed based on several mutually independent random variables via the stationary Gaussian stochastic process simulation technique. The nonlinear FGM plate model subjected to random loading in the thermal environment is modeled using HSDT with von Kármán strain-displacement relation within the IGA framework. Subsequently, a nested non-invasive dynamic response surface analysis method, SIGA-RBFNN, is proposed based on the RBFNN technique. Analysis of the FGM plate response under random loading demonstrates that SIGA-RBFNN, compared to tensor-product-based SIGA methods, is less affected by sample sequence types. It effectively addresses high-dimensional stochasticity and offers significant advantages in robustness, accuracy, and efficiency. Finally, SIGA-RBFNN compensates for the low convergence speed of QMCS and successfully solves the FGM plate displacement response statistics and probability density function under random loading.