Thick-walled cylinders are subjected to autofrettage process to increase their pressure carrying capacity and fatigue lifetime. The thermal autofrettage process is a potential process that can generate beneficial compressive thermal residual stresses at and around the inner radius of the cylinder by employing a radial temperature difference across its wall thickness. This enables the thermally autofrettaged cylinder to withstand more pressure than a nonautofrettaged one. However, due to the limitation on the maximum temperature that the cylinder can be subjected to without the change of material properties, the maximum increase of pressure carrying capacity is also limited by thermal autofrettage. In this work, a methodology is proposed for enhancing the pressure carrying capacity of the thermally autofrettaged cylinder through shrink-fit. This also keeps the main cylinder under compression, thus improving its fatigue strength. The analysis of thermal autofrettage is based on the assumptions of constant axial strain and Tresca yield criterion.