Thick-walled cylinder with high pressure have had wide application in the armament industry. In the thick-walled cylinder, fatigue crack is generated at inner radius and developed toward the outer radius. To prevent generation of fatigue crack, the autofrettage process had been used. The compressive residual stress induced by the autofrettage process extends loading pressure and fatigue life of the thick-walled cylinder. In this study, the residual stress of single and compound cylinder by the autofrettage process was evaluated. The analytical compressive residual stress of single cylinder was good agreement with experimental result at inner radius. The analysis on the residual stress of compound cylinder was conducted. The compressive residual stress at inner radius was increased with the overstrain level. And fatigue life of the compound cylinder with initial crack was evaluated. The considered initial crack shape was straight and semi-elliptical. The fatigue life was extended with the overstrain level. The fatigue life of the compound cylinder with semi-elliptical crack was longer than straight crack. The suitable way to extend fatigue life of the compound cylinder was proposed.