The buckling strength, fatigue strength, stress corrosion cracking are considerably effected on one of initial imperfections, the residual stresses produced by a circumferential weld between axisymmetric cylinders. Therefore, we study the residual stresses, plastic strain and temperature distribution with using thermal elasto-plastic analysis which are generated by a circumferential weld between axisymmetric cylinders. It is investigated that welding residual stresses have an effect on the strength of cylinder for inner and outer shell under external pressure.