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FGM components are constructed to sustain high temperature gradients. There are many applications where the FGM components are vulnerable to transient thermal shocks. If a component is already under compressive external loads (e.g. under a combination of axial compression and external pressure), the mentioned thermal shocks will cause the component to exhibit dynamic behavior and in some cases may lead to buckling. On the other hand, a preheated FGM component may undergo dynamic mechanical loads. Only static thermal buckling investigations were developed so far for the FGM shells. In the present paper, dynamic buckling of a pre-stressed, suddenly heated imperfect FGM cylindrical shell and dynamic buckling of a mechanically loaded imperfect FGM cylindrical shell in thermal environment, with temperaturedependent properties are presented. The general form of Green's strain tensor in curvilinear coordinates and a high order shell theory proposed already by the author are used. Instead of using semi-analytical solutions that rely on the validity of the separation of variables concept, the complicated nonlinear governing equations are solved using the finite element method. Buckling load is detected by a modified Budiansky criterion proposed by the author. The effects of temperature-dependency of the material properties, volume fraction index, load combination, and initial geometric imperfections on the thermo-mechanical post-buckling behavior of a shell with two constituent materials are evaluated. The results reveal that the volume fraction index and especially, the differences between the thermal stresses created in the outer and the inner surfaces may change the buckling behavior. Furthermore, temperature gradient and initial imperfections have less effect on buckling of a shell subjected to a pure external pressure.