We investigate the propagation of shear horizontal (SH) surface waves in a functionally graded magneto-electro-elastic half-space with hexagonal (6mm) symmetry. The material properties vary in the direction perpendicular to the free surface. The surface of the half-space is mechanically free, but subjected to four types of electromagnetic boundary conditions. These boundary conditions are electrically open/magnetically closed, electrically open/magnetically open, electrically closed/magnetically open and electrically closed/magnetically closed. The effects of the electromagnetic boundary conditions and the variation of material properties on the propagation characteristics of SH surface waves are analyzed. The results obtained show that except for the electrically open/magnetically closed condition, three sets of other electromagnetic boundary conditions sustain the propagation of SH surface waves. Different from the case in homogeneous materials, the existing SH surface waves in functionally graded half-spaces are dispersive.