In this paper, the dynamic stress field near crack tips in the functionally graded materials subjected to the harmonic anti-plane shear stress waves was investigated by means of the non-local theory. The traditional concepts of the non-local theory were extended to solve the fracture problem of functionally graded materials.To make the analysis tractable, it was assumed that the material properties vary exponentially with coordinate parallel to the crack. By use of the Fourier transform,the problem can be solved with the help of a pair of dual integral equations, in which the unknown variable was the displacement on the crack surfaces. To solve the dual integral equations, the displacement on the crack surfaces was expanded in a series of Jacobi polynomials. Unlike the classical elasticity solutions, it is found that no stress singularities are present at crack tips. The non-local elastic solutions yield a finite hoop stress at crack tips, thus allowing us to use the maximum stress as a fracture criterion. The magnitude of the finite dynamic stress field depends on the crack length, the parameter describing the functionally graded materials, the circular frequency of the incident waves and the lattice parameter of materials.