We manufactured sandwich-walled cylinders with longitudinal and circumferential corrugated cores from carbon fiber reinforced composites using a sequential hot press moulding method. As the first step for manufacturing these structures, we fabricated the integral corrugated cores using assembled steel moulds. Then a set of curved sheets was bonded to the corrugated cores to form cylindrical sandwich shells. Axial compression tests were performed on specimens with different geometries to investigate the failure behavior of these structures. For the cylindrical shells with longitudinal cores, both local buckling and face crushing were observed during the experiment with face crushing being the dominant failure mode. For the cylindrical shells with circumferential cores, local buckling was found to be the dominant failure mode. In addition, analytical models pertaining to Euler buckling, shell buckling, face crushing and local buckling failure modes were presented. The models were used to construct failure maps for different specimen geometries. Finally, energy absorption calculation showed that cylindrical shells with longitudinal cores have better energy absorption ability than that with circumferential cores.