Thermal autofrettage is a potential process to generate beneficial compressive residual stresses at and around the inner wall of a thickwalled cylinder for increasing its pressure carrying capacity. Due to its simplicity and inexpensive arrangement, it can compete with the conventional hydraulic autofrettage process. In this work, a comparative study of the thermal autofrettage and the hydraulic autofrettage is carried out. As the thermal autofrettage does not require hydraulic power pack, the process is more economical than the hydraulic autofrettage. The thermal autofrettage process is also studied for the thick-walled cylindrical vessels subjected to high thermal gradient with or without pressure and is compared with the hydraulic autofrettage. Comparison shows that for cylinders subjected to high thermal gradient without pressure, the thermal autofrettage is superior to the hydraulic autofrettage.