An analysis is performed in this research to deal with the large amplitude vibrations caused by rapid surface heating in an FGM cylindrical panel. It is assumed that the properties of the panel are distributed through the thickness in terms of volume fraction of constituents. Following the first-order shear deformation theory, von Karman type of kinematics, and Donnell kinematic assumptions, definition of kinetic and strain energies of the shell are established. These obtained equations are discretized via the method of Ritz, where the shape functions are estimated by the Chebyshev polynomials. Temperature distribution within the body is also obtained using the one-dimensional heat conduction equation. This equation is discretized using the finite different method and solved iteratively following the Picard and Crank-Nicolson methods. Thermally induced force and moment resultants are evaluated and inserted into the matrix representation of equations of motion. The temporal evolution of displacement is obtained using the iterative Picard method and Newmark time marching method. Results of this study are compared with the available data in the open literature and after that novel results are given to explore the effects of geometrical, mechanical, and thermal parameters. It is highlighted that power law index, shallowness, thickness, edge supports, temperature dependency, geometrical nonlinearity and thermal boundary conditions are all important factors on the response of the structure under thermal shock. It is highlighted that thermally induced vibrations indeed exists especially in thin class of shells. Besides, thermally induced deflections may be controlled through using a proper power law index.