In this article, the fracture behavior of functionally graded thick-walled cylinder under thermo-mechanical shock is investigated. For this purpose, classical coupled thermoelastic equations are used in calculations. First, these equations are discretized with extended finite element method (XFEM) in the space domain and then they are solved by the Newmark method in the time domain. The most general form of interaction integral is extracted for axially symmetric circumferential crack in a cylinder under thermal and mechanical loads in functionally graded materials and is used to calculate dynamic stress intensity factors (SIFs). The problem solution has been implemented in MATLAB software.