The failure mode and blast resistance of polyurea-coated metallic cylinders were investigated under internal multi-field coupled loading. Experiments were conducted to study the synergistic effect of detonation products, blast waves, and fragments loadings, as well as the following damages on polyurea-coated cylinders. The results indicated that polyurea coating could not only reduce substrate deformation and damage caused by shock waves and products, but also prevent fragment dispersion due to its excellent glassy transition capabilities. Micromorphology failure revealed that the glassy transition of polyurea was initiated by fragments penetration, and shock waves were responsible for the tension failure and extension of the penetration hole. The verified finite element mode was utilized to perform equivalent numerical simulations of the tests, allowing for further analysis of the cylinder response. Simulation results revealed that severe perforation and local damage were caused by the first arriving high-velocity fragments, while the following shock wave and detonation products exacerbated the previous damage and crack propagation. Damage extension and the synergistic effects of coupled loading were reduced owing to the glassy transition of the polyurea coating, which prevented fragments in their tracks, and the coating’s superelastic properties, which limited the substrate cylinder’s expansion during shock waves.