In this paper, the problem of generalized thermoelasticity in a thick-walled FGM cylinder with one relaxation time is presented. The material properties are taking as function of temperature and graded in the radial. Due to the nonlinearity of the governing equations, finite element method is adopted to solve such problem. Both the inner and outer curved surfaces of the cylinder are stress free while the inner surface is subjected to thermal shock, while the outer surface is thermally isolated. The effects of temperature-dependent properties, volume fraction parameter and the thermal relaxation time on the physical quantities behavior are evaluated. Results confirm the efficiency of the present algorithm and reveal the significant effects of the temperature-dependent of the material properties.