This article studies the vibrational behavior of composite conical-cylindrical shells (CCSs) with functionally graded coatings (FGCs) in thermal environments using the first-order shear deformation theory. Firstly, the equivalent material parameters, fundamental frequency, and resonant displacement responses of the CCSs with FGCs are derived using the mixture principle, complex modulus method, and transfer function approach. Then, detailed thermal vibration tests are performed on CCS structures with and without coatings to assess the reliability of the proposed model, revealing that the current model accurately forecasts the thermal vibration behavior of the CCSs with FGCs. Finally, the effect of key parameters on the vibrational properties of the CCSs with FGCs is investigated. The results demonstrate that increasing the functionally graded index, coating thickness, and Young's modulus ratio can greatly enhance the vibration suppression capability of the structure.