The carbon-fiber wound composite gas cylinder with aluminum liner is a kind of the commonly used composite material wound gas cylinder, which has the advantages of light weight, high strength and high explosion resistance, and it has been widely used in aviation, chemical industry and other industries. As the application conditions of composite gas cylinder are more and more strict, the strength requirements of composite gas cylinder are higher, and the composite layer parameters in the manufacturing process are important factors that affect the strength of composite gas cylinder. In this paper, the finite element model of a carbon-fiber wound composite gas cylinder with aluminum liner is established by using APDL (ANSYS Parametric Design Language), and the stress distribution rules of aluminum liner and composite of gas cylinder under the conditions of autofrettage pressure, zero pressure, working pressure, hydrostatic test pressure and minimum bursting pressure is studied. The strength of the gas cylinder is evaluated according to the “DOT-CFFC” Code (basic requirements for fully wrapped carbon-fiber reinforced aluminum lined cylinders). In addition, influence rules of composite layer structure of winding mode and autofrettage on the strength and bearing capacity of gas cylinder is further explored. The work could provide reference for the practical application of carbon-fiber wound composite gas cylinder with aluminum liner.