In this paper, we are concerned with the following Dirichlet problems for nonlinear equations involving the fractional
$p$-Laplacian:
\begin{equation*}\begin{cases}(-\Delta)_p^\alpha u=f(x,u,\nabla u),\ \ u \gt 0,\ \ \text{in}\ \ E,\\\ \ \ \ \ \ u\equiv0, \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \text{in}\ \ \mathbb{R}^{n}\setminus E,\end{cases}\end{equation*}
where
$E \subseteq \mathbb{R}^{n}$ is a coercive epigraph, i.e., there exists a continuous function
$\phi: \, \mathbb{R}^{n-1} \rightarrow \mathbb{R}$ satisfying
\begin{equation*}\lim_{|x'|\rightarrow+\infty}\phi(x')=+\infty,\end{equation*}
such that
$E:=\{x=(x',x_{n}) \in \mathbb{R}^{n}|\,x_{n} \gt \phi(x')\}$, where
$x':= (x_{1},...,x_{n-1}) \in \mathbb{R}^{n-1}$. Under some mild assumptions on the nonlinearity
$f(x,u,\nabla u)$, we prove strict monotonicity of positive solutions to the above Dirichlet problems involving fractional
$p$-Laplacian in coercive epigraph
$E$.