Elastic analysis of a functionally graded thick-walled cylindrical pressure vessel is analytically studied in the present research. Gradation is considered for all mechanical properties along the thickness direction based on a power function. The constitutive relations are developed in the general cylindrical coordinate system for an axisymmetric pressurized cylinder. For simulation of these two deformation components, first order shear deformation theory is considered. The FG cylinder is subjected to longitudinally non-uniform pressure along the length of the cylinder. The present problem is applicable for simulation of non-uniform pressurized cylinder by fluids or gases.