The generalized ray method (GRM) and the method of reverberation ray matrix (MRRM) have been successfully used to study the transient elastic wave transmission in the beams, planar trusses, space frames and infinite layered media. In this paper, the GRM and MRRM are extended to investigate the early short time transient responses of laminated composite cylindrical shells with finite size under impact load. Using the Laplace transformation, the ray groups transmitting in the laminated cylindrical shells under the shock load are yielded by means of the boundary conditions. The reverberation-ray matrix representing the multi-reflected and scattered waves in the laminated cylindrical shells with finite structural size is deduced. Using FFT algorithm, the transient response corresponding to each ray group can be derived. Through the numerical simulations, it is seen that the early short time transient accelerations of the laminated composite cylindrical shells under impact loads are very large, but the early short time transient shear strain and displacement are very small. Furthermore, the effects of the stacking sequence, thickness of the composite cylindrical shells and different shock loads on the early short time transient responses of the laminated composite cylindrical shells with finite size are also analyzed.