In this paper, the distributions of the stresses induced by flux pinning in a superconducting cylinder with a concentric elliptic hole are investigated. First, the distribution function of the flux density during field descent after field cooling process is given by adopting the exponent model for the critical current state. Then, the flux pinning forces are further derived. Finally, numerous numerical results are plotted by using finite element method and are analyzed in detail. Numerical results show that for the superconducting cylinder with an elliptic hole, along the direction of the long axis, the phenomenon of stress concentration for hoop stress occurs at the hole edge, and that in general, the radial stress changes rapidly near the hole edge. In addition, both the shape of the hole and the model parameter of the present critical state model have important and different effects on the stress distributions. Results presented in this paper should have potential applications to the design of superconducting materials.