The thick wall cylinders model was established according to study of a certain automatic weapon barrel. The relation of the radial stress, tangential stress, longitudinal stress and equivalent stress in thick wall cylinders endured interior pressure and temperature loads was analyzed by traditional analytic method, 2D finite element method (FEM) and 3D FEM respectively. Edge effects of the stress field in thick wall cylinders were also analyzed. The results show that the analytic solution of the thermo-structural coupling stress of the thick wall cylinder agree well with the finite element solution. The three-dimensional finite element model can be used to study the effect of the axial length, it is suitable for the analysis on edge effects, and the coupling stress could be designed and optimized by changing the interior pressure or temperature loads.