Abstract: The inter-laminar stress in multi-layer composite cylindrical structures can cause internal delamination, structural instability, etc. It is necessary to study the internal stress formation mechanism. An analytical model for prediction of the inter-laminar stress in multi-layer composite cylinders subjected to thermal loading was developed based on an anisotropic constitutive model and the plane stress assumption. The analytical model was validated by means of finite element analyses and a thermal expansion experiment performed on a composite cylinder. Using this validated model, the inter-laminar stress between layers and the thermal expansion behavior were investigated. Results show that the special geometric constraint of the cylinder itself plays an important role in the residual stress development. The thermal expansion behavior in the cylinders is much different compared to that in planer laminated composites. Due to the difference of modulus and coefficient of thermal expansion along hoop and radial direction, a significant inter-laminar tensile stress will generate during cooling down process. Furthermore, the hoop thermal expansion deformation shows an evident increasing trend from the inner layer to the outer layer. The hoop thermal expansion deformation in the inner layer is much smaller than that of the composite. With the increment of the cylinder thickness, the inter-laminar tensile stress, and the difference in coefficient of thermal expansion between inner layer and outermost layer increase. The developed model could be useful to disclose the stress-induced inter-laminar crack and optimize stress distribution in multi-layer composite cylinders.