In this paper, the thermo-elasto-plastic behavior of a thick walled cylindrical shell made of a Functionally Graded Material (FGM) is analyzed by Successive Approximation Method (SAM). The FGM ingredients include Aluminum and Silicon Carbide in which the effective material properties are estimated using the Modified Rule of Mixture. The shell is subjected to a combination of internal pressure and temperature gradient. After application of equilibrium equations for derivation of governing equations, the Differential Quadrature Method (DQM) is used for numerical solution. It is assumed that the two ends of the cylinder are closed and the plane strain conditions are established. The distribution of elastoplastic stresses and strains along the cylinder's thickness is presented in terms of characteristics of material composition and thermo-mechanical loadings such as volume fraction, in-homogeneous index, internal pressure and thermal loadings. Trueness and accuracy of the present problem is justified through comparison with available results in literature. The results show that by enhancement of ceramic particles percentage in the outer layers of cylinder's wall, amount of plastic strains is reduced at that layers, but at the same time, the amount of plastic strains and range of plastic region, increases at inner layers of thickness.