The dynamic response of open-ended cylindrical glass fiber composite shells subjected to internal blast loading is studied in the current paper. The experimental observation on response characteristics of cylindrical glass fiber shells is presented, in which failure modes of composite structures are especially concerned. It is found that dynamic buckling may occur in the inner steel liner, which may consequently cause delamination and fiber fracture of the outer glass fiber shell and thus limits the blast loading resistant capability of glass fiber explosion containment vessels. The other failure mode is obvious circular plastic expansion of the inner steel liner and fiber fracture of the outer fiber shell. There exists an interesting case that hoop winding fibers fail but fibers with a winding angle do not fail, based on which the hybrid filament wound method for cylindrical composite containment vessels is proposed. The current study may contribute to further understanding on the design and application of glass fiber composite explosion containment vessels (CECVs).