In this study, the buckling of functionally graded (FG) orthotropic cylindrical shells with shear deformation subjected to a lateral pressure is discussed. The stability and compatibility equations for FG orthotropic cylindrical shells on the basis of first order shear deformation theory (FOSDT) are derived. The expressions for non-dimensional critical lateral pressure on the basis of FOSDT and classical shell theory (CST) are obtained. The parametric studies are carried out to investigate the influences of shear deformation, orthotropy and heterogeneity on the non-dimensional critical lateral pressure.