In this paper, adaptive fractional physics-informed neural networks (PINNs) are employed to solve the forward and inverse problems of anomalous heat conduction in three-dimensional functionally graded materials. In adaptive fractional PINNs, the finite difference L1 scheme is employed to discretize the time fractional derivatives in anomalous heat conduction problems. By combining the finite difference L1 scheme with automatic differentiation technique, adaptive fractional PINNs minimize a loss function constructed based on the governing equation, initial and boundary conditions to obtain solutions to heat conduction problems. To avoid competition among various loss terms during the training process, an adaptive loss balancing algorithm is adopted to balance the interactions among different terms of the loss functions. In addition, polynomial basis functions are used to expand unknown functions characterizing material parameters or heat sources, aiming to enhance the performance of adaptive fractional PINNs in resolving inverse problems. Five numerical examples involving forward, inverse, and nonlinear problems related to anomalous heat conduction are carried out to demonstrate the feasibility and effectiveness of adaptive fractional PINNs.