This research has experimentally investigated the influence on vibration characteristics of thin cantilever cylindrical shell (TCS) with hard coating under cantilever boundary condition. Firstly, the theoretical model of TCS with hard coating is established to calculate its natural frequencies and modal shapes so as to roughly understand vibration characteristic of TCS when it is coated with hard coating material. Then, by considering its nonlinear stiffness and damping influences, an experiment system is established to accurately measure vibration parameters of the shell, and the corresponding test methods and identification techniques are also proposed. Finally, based on the measured data, the influences on natural frequencies, modal shapes, damping ratios, and vibration responses of TCS with hard coating are analyzed and discussed in detail. It can be found that hard coating can play an important role in vibration reduction of TCS, and for the most modes of TCS, hard coating will result in the decrease of natural frequencies, but the decreased level is not very big, and its damping effects on the higher frequency range of the shell are weak and ineffective. Therefore, in order to make better use of this coating material, we must carefully choose the concerned antivibration frequency range of the shell; otherwise it may lead to some negative effects.