Thermal ratchet is the typical failure mode for thin-walled cylinder. Only the hoop stress is used for ratchet limit design in the ASME boiler and pressure vessel code as well as EN 13445 design standards, while the axial stress is not considered. Hence, the design results may be unsafe under this case. In view of the shortage of ratchet limit design theory for thin-walled cylinder under cyclic biaxial thermo-mechanical loadings, the ratchet limit analytical solution of thin-walled cylinders subjected to biaxial thermo-mechanical loads has been derived according to the non-cyclic method. The effect of axial compressive stress on the thermal ratchet limit of thin-walled cylinder under cyclic temperature gradient and constant internal pressure is stressed, and the corresponding design method is proposed. The closed-form solutions are validated by simplified finite element method. Results revealed that the axial compressive stress significantly decreases the ratchet limit of thin-walled cylinders under biaxial loadings. Moreover, the proposed analytical solutions are in well agreement with those finite element method (FEM) results. This shows that the proposed design method has good engineering significance for evaluating the ratchet limit of thin-walled cylinders under cyclic biaxial thermo-mechanical loadings. © 2015 Journal of Mechanical Engineering.