In industrial high-intensity discharge lamps, cracks and delaminations occasionally develop at the interface between SiO2 and the Mo foil in the seal. Here, functionally graded SiO2-Mo materials for use in these lamps were fabricated by uniaxial compression casting and pressureless sintering. Consequently, vertical cracks developed across the sintered body layers, and interfacial cracks developed between the 100 wt% SiO2 and 90 wt% SiO2-Mo layers. Therefore, the effects of residual stress, difference in the coefficient of thermal expansion (CTE), and difference in the volume shrinkage on these cracks were investigated. Vertical cracks were suppressed when residual stress was relaxed by annealing near the annealing point of silica glass during the cooling step in the sintering process. Interfacial cracks were suppressed when the difference in the CTE of the interface between the 100 wt% SiO2 and 90 wt% SiO2-Mo layers was relaxed by inserting layers of 95 wt% SiO2-Mo between them. Furthermore, the suppression effect became stronger when the difference in the volume shrinkage of the layers was relaxed by sintering to join the separately sintered monolayers. Thus, the development of these cracks was influenced by the residual stress, CTE, and volume shrinkage. Therefore, these cracks can be prevented by optimizing these factors.