Firearm ammunition, projectiles and method of making such projectiles. The projectiles include a body formed of composite material with at least one particulate material dispersed in a matrix material, a cavity in the body, and a heat source located in the cavity of the body. During flight of the projectile, the heat source increases the temperature of the matrix material such that the body at least partially disintegrates after the projectile travels a distance or period of time after being fired (propelled) from a firearm.