The dynamic response of a hollow cylinder subjected to a hygrothermal coupled shock is studied. The memory-dependent differential is introduced into the heat transfer equation and the diffusion equation, and a memory-dependent differential generalized hygrothermal coupling model is developed. In this article, Laplace transform and inverse transform are used to find the closed-form solutions of various physical quantities. The influence of the hysteresis factor and the kernel function on the distribution of each physical quantity is analyzed and the time history of the hygrothermal coupling is studied. The numerical results show that the larger the ratio of temperature gradient hysteresis factor to heat flux hysteresis factor, the faster the wave speed. Also, the hysteresis factor affects the wave crest. For the time course of hygrothermal, it is once again verified that the hygrothermal wave has a finite propagation speed. At the same time, we can get the conclusion that the wave is dominated by fluctuations in the early stage after the onset of hygrothermal shock. The above findings are of reference value for the structural design and optimization of tubes in a hygrothermal environment.