Resin matrix filament wound composite shells are widely applied in the fields of military, aerospace, energy transportation, pressure vessel, and civil engineering. The curing and winding are regarded as the necessary procedures during molding, and they are the key factors affecting the final performance of the composite shells. This paper discusses the application of a new molding process called the heated-mandrel winding process, to take the place of the traditional molding process, which has a two-step procedure. It is proved that the heated-mandrel winding process can not only improve the product quality and production efficiency, but can also reduce the labor cost, without moving the wound shell from the winding machine to the oven. In contrast to the traditional molding process, some properties of the composite formed with the heated-mandrel winding process, including the curing degree and elastic modulus, will be changed because of the heat conduction from the heated mandrel during winding. Therefore, the traditional winding tension system design method is no longer suitable for this new process. Taking the temperature changes into account, this paper uses a theoretical investigation and calculations to suggest a tension system model that describes the relationship between the changeable parameters and the winding tension and to calculate the appropriate tension values for winding, based on the heated-mandrel winding process. The accuracy of the model is verified using an experiment. This paper applies an analytical algorithm based on simple iterative steps to design the tension system. The calculation procedures are simplified, and fewer calculation cycles are required in the analytical algorithm proposed in this paper because it is easier to calculate a few simple linear equations rather than complex nonlinear differential equations under the condition that some initial parameters can be known. As seen during practical application, the model is suitable for a tension system design based on the heated-mandrel winding process and provides further quality improvement in the molding shells.