<p>Autofrettage, commonly utilized in the design of cylindrical or spherical pressure vessels, is a technique for inducing compressive residual stresses in the vicinity of the inner wall of the vessel to enhance the pressure bearing capacity, fatigue life and stress corrosion resistance. Thermal autofrettage is a type of autofrettage in which the residual stresses are induced by imposing a temperature gradient across the thickness of the pressure vessel and then cooling it to room temperature. The present work investigates the thermal autofrettage of a long cylinder made of functionally graded material (FGM) composed of aluminum alloy Al1100 and silicon carbide (SiC). The analysis is based on a finite element model (FEM) developed using the commercial package ABAQUS^® and Fortran subroutine User Defined Field (USDFLD). The variation of the volume fraction of the ceramic along the thickness of the cylinder is based on a power-law. The effective elastic plastic material properties of the FGM were computed using the modified Tamura–Tomota–Ozawa (TTO) model. The plastic behavior of the functionally graded cylinder was governed by the von Mises yield criterion. The results indicated that although the temperature difference for initial yielding slightly increased in functionally graded cylinders, it resulted in significant increase in the autofrettage-induced compressive residual stresses at the inner wall and pressure bearing capacity. For example, the autofrettage-induced maximum compressive hoop residual stress at the inner wall for a metallic cylinder was 129&#xa0;MPa. This increased to 141.64&#xa0;MPa in a cylinder with 10% ceramic inclusion.</p>