The fundamental relations of the quasi-static problem of thermoelasticity are written for a finite layered orthotropic cylindrical shell of an antisymmetric structure. Under convective heat transfer on the surfaces of this shell and under a linear dependence of temperature on the transverse coordinate, the basic system of equations for the integral characteristics of temperature is given. The method is proposed for solving the formulated problems of thermoelasticity and thermal conductivity, using the double finite integral Fourier transform with respect to the corresponding coordinates of the transformation and Laplace transform with respect to the time. The results of a numerical analysis of temperature, deflections, and stresses for the considered two-layer shell hinged at the edges under local heating by the initially specified temperature field are presented.