Thick-walled cylinders such as gun barrels, high pressure containers, and rocket shells are designed to withstand high pressure. The cylinder material may crack if the induced pressure exceeds the material yield strength. Therefore, the thick-walled cylinders are autofrettaged in order to withstand very high pressure in service condition. The most commonly practiced autofrettage processes are hydraulic autofrettage and swage autofrettage. Hydraulic autofrettage involves very high internal pressure at the bore of the cylinder, and in swage autofrettage an oversized mandrel is pushed through the cylinder bore to cause the plastic deformation of the inner wall of the cylinder leaving the outer wall at the elastic state. This results in compressive residual stresses at and around the inner wall of the cylinder, which reduces the maximum stress in the cylinder during next stage of loading by pressurization. Both the processes are well established, but still there are certain disadvantages associated with the processes. The present work proposes a novel method of autofrettage for increasing the pressure carrying capacity of thick-walled cylinders. The method involves only radial temperature gradient in the cylinder for achieving autofrettage. The proposed process is analyzed theoretically for thick-walled cylinders with free ends. The numerical simulations of the process for typical cases and preliminary experiments show encouraging results for the feasibility of the proposed autofrettage process.