In the present paper, an algorithm for nonlinear transient behavior analysis of thick functionally graded cylindrical vessels or pipes with temperature-dependent material properties under thermo-mechanical loads is presented. In contrast to researches presented so far, a Hermitian transfinite element method is proposed to improve the accuracy and to prevent artificial interference or cohesion formation at the mutual boundaries of the elements. Time variations of the temperatures, displacements, and stresses are obtained through a numerical Laplace inversion. Another novelty of the present research is using the transfinite element method to solve nonlinear problems. A sensitivity analysis includes investigating effects of the volume fraction index, dimensions, and temperature-dependency of the material properties is performed. Results confirm the efficiency of the present algorithm and reveal the significant effects of the temperature-dependency of the material properties and the elastic wave reflections and interferences on the responses. In comparison to other techniques, the present technique may be used to obtain relatively accurate and stable results in a less computational time.