In the present paper, nonlinear thermoelasticity, vibration, and stress wave propagation analyses of thick-walled cylinders made of functionally graded materials with temperature-dependent properties are performed. In contrast to researches accomplished so far, a third-order Hermitian finite element formulation is employed to guarantee both radial displacement and normal stress continuities, improve the accuracy, and prevent virtual wave source formations at the mutual boundaries of the elements. Stress wave propagation, reflection, and interference under impulsive mechanical loads in thermal environments are also studied. In contrast to the common procedure, the cylinder is not divided into isotropic sub-cylinders. Therefore, artificial wave reflections from the hard interfaces are avoided. Time variations of the temperatures, displacements, and stresses due to the dynamic loads are determined by solving the resulted highly nonlinear governing equations using an updating iterative time integration scheme and over-relaxation and under-relaxation techniques. A comprehensive sensitivity analysis includes effects of the volume fraction indices, dimensions, and temperature-dependency of the material properties is performed. Results reveal the significant effect of the temperature-dependency of the material properties on the transient stress distribution and elastic wave propagation and reflection phenomena. Interesting phenomena are noticed; among them the oblique wave formations during the wave propagation. Since examples of the present field are rare in literature, the extracted results may serve as reference results for future comparisons. © 2009 Elsevier Masson SAS. All rights reserved.