The elastohydrodynamic lubrication line contact problem between a functionally graded material (FGM) coated half-plane and a rigid cylindrical punch is investigated. The inhomogeneous elastic properties of the FGM coating are expressed by the exponential model. The lubricant between two solids is supposed to be the Newtonian fluid. The fluid viscosity and density are considered to be dependent on the fluid pressure. To determine the unknown film thickness and fluid pressure at the lubricant contact region, a numerical iterative method is employed to simultaneously solve the flow rheology equation, Reynolds equation, load balance equation, and film thickness equation. Influences of the stiffness ratio of the FGM coating, the resultant normal load, the punch radius, and the entraining velocity on the lubricant film thickness and fluid pressure are analyzed.