In this study, the thermal-vibration ageing characteristics of three thin-walled cylindrical shells (TCSs) covered with a functionally graded protective coating (FGPC) are investigated for the first time, including fiber reinforced polymer (FRP), metal and fiber metal hybrid (FMH) shell structures with the FGPC. Initially, a dynamic model of an FGPC-TCS structure in a thermal-vibration ageing environment is developed by employing the first-order shear deformation principle enriched by the improved exponential function approach, the complex modulus method, the Rayleigh-Ritz method, etc. In this model, the ageing-related material parameters of the FGPC and the TCS structure are assumed to be affected by both environmental temperature and aging time. After the solution procedures of the vibration parameters of the above three coated shells are clarified, the determining method of fitting coefficients of the coating and different materials in the shells studied is provided. Also, the detailed experimental validation is undertaken on the uncoated and coated FRP, metal, and FMH shell specimens, which indicates that the present model is reliable for predicting the key dynamic ageing parameters when the complex thermal-vibration ageing effect is considered. From the measured and calculated data, it is proved that the suppression contribution of the FGPC is obvious no matter whether these shell structures are at room temperature or thermal degradation environment. Furthermore, some important application suggestions of the FGPC are summarized to improve the degradation resistance of such coated shell structures.