The paper deals with a stress modification in thick-walled multi-layer pressure vessels widely used in every field of high pressure technology. The stress modification is obtained by means of initial (residual) stresses which are introduced into the vessel structure during the manufacturing process. Certain technological parameters are determined. Their realization leads to the equivalent stresses being more uniformly distributed across the vessel wall under the operating pressure. As a consequence the load carrying capacity of the multi-layer vessel increases as compared with the solid wall without additional treatment. The analytical approach as well as the finite-element method are used to solve the problem. A special attention is focused on the unconventional original Polish technology in which the internal pressure is applied to form the thick multi-layer cylinder wall through subsequent expansion of thin layers. The advantages of the proposed method are illustrated by the numerical example of the expanded multi-layer high-pressure vessel with modified initial stress distribution.