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Elastoplastic analysis of a composite cylinder, consisting of an isotropic elastic inclusion surrounded by orthotropic matrix, is conducted via numerical parametric studies for examining its residual stress under thermal cycles. The matrix is assumed to be elastically and plastically orthotropic, and all of its material properties are temperature-dependent (TD). The Hill's anisotropic plasticity material model is adopted. The interface between the inclusion and matrix is perfectly bonded, and the outer boundary of the cylinder is fully constrained. A quasi-static, uniform temperature field is applied to the cylinder, which is analyzed under the plane-strain assumption. The mechanical responses of the composite cylinder are strongly affected by the material symmetry and temperature-dependent material properties. When the temperature-independent material properties are assumed, larger internal stresses at the loading phase are predicted. Furthermore, considering only yield stress being temperature dependent may be insufficient since other TD material parameters may also affect the stress distributions. In addition, plastic orthotropy inducing preferential yielding along certain directions leads to complex residual stress distributions when material properties are temperature-dependent. [ABSTRACT FROM AUTHOR]