The production of functional gradient materials (FGM) is an option for the various industrial sectors and a solution for many engineering applications. FGM's are a class of materials that can also be characterised as metal composites that gradually change composition and structure. In this study, the production of FGM's on 42CrMo4 structural steel substrate, varying the composition from 100 % Inconel 625 to 100 % NiCrWMo alloy, was successfully fabricated using the Direct Laser Deposition technique. The substrate was pre-heated to decrease the cooling rate and the formation of metastable phases of the heat-affected zone, and for comparison purposes, deposition was performed on the substrate without pre-heating. A mixture of Inconel 625 and NiCrWMo-type nickel superalloy powders was used to produce functionally graded structures. Microstructural characterisation and phase identification were performed by scanning electron microscopy, chemical analyses by energy-dispersive x-ray spectroscopy and electron backscatter diffraction. Microhardness mapping performed on the FGMs allowed the hardness profile along the gradient to be evaluated and correlated with the chemical analyses to be performed. The metallurgical, chemical, and mechanical characterisations and the correlation with process parameters are determined and discussed throughout this investigation. This research shows an innovative FGM, which has not yet been produced, allowing this research to evaluate the characteristics of each powder's mixture composition. It was also possible to observe the effect of alloying elements on the microstructure and hardness of the graded materials.