The stress, displacement, and magnetostriction induced by flux pinning for a superconducting composite cylinder, which is consisted of two concentric shells with different critical current densities, are calculated analytically in the presence of transport current. Firstly, both the flux and current distributions are given for increasing and decreasing transport current cases by adopting the Bean model. Then the elastic solutions to stress, displacement and magnetostriction are obtained by using plane strain approach. Finally, lots of numerical results on these mechanical behaviors (including the cases of inner superconducting shell being replaced by an elastomer and/or by a hole) are displayed graphically and analyzed in detail. Numerical results show that, among others, during the transport current reduction, tensile stress especially radial tensile stress will occur in the outer region of the composite, and that in general, displacement is always negative in the superconducting composite with transport current. In addition, different to homogeneous superconducting cylinder, as the applied maximal transport current exceeds outer-cylinder critical current, the hysteresis loop of the magnetostriction exists for the full cycle of the transport current. Moreover, different to superconducting composite (including the case of the inner shell being an elastomer), the inner hole has significant effects on both the stress and displacement distributions of the outer superconducting shell, and for a hollow superconductor, the magnetostriction loop still exists even if the maximal transport current does not exceeds the its critical current.