The elastoplastic and damage analyses, which serve as key indicators for the nonlinear performances of engineering structures, have been extensively investigated during the past decades. However, with the development of advanced composite material, such as the functionally graded material (FGM), the nonlinear behaviour evaluations of such advantageous materials still remain tough challenges. Moreover, despite of the assumption that structural system parameters are widely adopted as deterministic, it is already illustrated that the inevitable and mercurial uncertainties of these system properties inherently associate with the concerned structural models and nonlinear analysis process. The existence of such fluctuations potentially affects the actual elastoplastic and damage behaviours of the FGM structures, which leads to the inadequacy between the approximation results with the actual structural safety conditions. Consequently, it is requisite to establish a robust stochastic nonlinear analysis framework complied with the requirements of modern composite engineering practices. In this dissertation, a novel uncertain nonlinear analysis framework, namely the machine leaning aided stochastic elastoplastic and damage analysis framework, is presented herein for FGM structures. The proposed approach is a favorable alternative to determine structural reliability when full-scale testing is not achievable, thus leading to significant eliminations of manpower and computational efforts spent in practical engineering applications. Within the developed framework, a novel extended support vector regression (X-SVR) with Dirichlet feature mapping approach is introduced and then incorporated for the subsequent uncertainty quantification. By successfully establishing the governing relationship between the uncertain system parameters and any concerned structural output, a comprehensive probabilistic profile including means, standard deviations, probability density functions (PDFs), and cumulative distribution functions (CDFs) of the structural output can be effectively established through a sampling scheme. Consequently, by adopting the machine learning aided stochastic elastoplastic and damage analysis framework into real-life engineering application, the advantages of the next generation uncertainty quantification analysis can be highlighted, and appreciable contributions can be delivered to both structural safety evaluation and structural design fields.