The bending and free vibrational behaviors of functionally graded (FG) cylindrical beams with radially and axially varying material inhomogeneities are investigated. Based on a high-order cylindrical beam model, where the shear deformation and rotary inertia are both considered, the two coupled governing differential motion equations for the deflection and rotation are established. The analytical bending solutions for various boundary conditions are derived. In the vibrational analysis of FG cylindrical beams, the two governing equations are firstly changed to a single equation by means of an auxiliary function, and then the vibration mode is expanded into shifted Chebyshev polynomials. Numerical examples are given to investigate the effects of the material gradient indices on the deflections, the stress distributions, and the eigenfrequencies of the cylindrical beams, respectively. By comparing the obtained numerical results with those obtained by the three-dimensional (3D) elasticity theory and the Timoshenko beam theory, the effectiveness of the present approach is verified.