The investigation on the carrying capacity of the hydraulic cylinder with the residual stress of coldrolling seamless steel tube was conducted by nonlinear finite element method （FEM）, which was aimed at quantitative analysis of influence on carrying capacity of hydraulic cylinder with residual stress of coldrolling seamless steel tube. The forming process of seamless steel tube was investigated, and the residual stress after coldrolling and pulling off of the mould was obtained. Based on the work, the inner surface of seamless steel tube after pulling off of the mould was imposed by pressure in order to simulate the real operating state of hydraulic cylinder, and stress field acted both with residual stress and working stress was acquired. The stress distribution of hydraulic cylinder acted by inner pressure without residual stress was calculated, and carrying capacity of hydraulic cylinder without residual stress was compared. The results show that the initial stress in presence changes the amount and distribution mode of equivalent stress of hydraulic cylinder and the maximum equivalent stress of hydraulic cylinder is three times as large as that of which without initial stress. The initial stress reduces the carrying capacity of the hydraulic cylinder, and the hydraulic cylinder made of coldrolling seamless steel tube must be experienced with heat treatment first to eliminate the initial stress.