Designing explosion of gas pipelines, gun tubes, pulse detonation engine tubes and etc, all related to problem of cylindrical shell subjected to dynamic internal loads. In this paper, dynamic response of the thick cylindrical shell subjected to dynamic internal load with considering the high order shear deformation theory (HODT) is investigated and compared with the first order shear deformation theory of Mirsky- Hermann (FSDT). The effects of transverse shear deformation and rotatory inertia were included in the governing equations of the dynamic system. First, the equations of motion have been derived by using Hamilton’s principle then by changing variables the obtained partial differential equations have been converted to ordinary differential equations. With this method, the problem can be solved for various mechanical moving pressure loads without considering the effect of boundary conditions with long length assumption. The results of the present analytical method have been verified by comparing with finite element results, by using software. The comparison of the results with the finite element method shows that the high order theory and first order Mirsky-Hermann theory can predict the dynamic response of the thick cylindrical shell and the high order theory in areas away from the middle layer is more successful.