The equilibrium governing equations of nonlocal anisotropic thin-walled circular cylindrical shell under combined axial compressive force, torsional load, and external pressure are explicitly derived. This is accomplished by appropriately combining the equilibrium equations and the strain-displacement relations according to Flugge's shell theory and the stress-stain equations of Eringen's nonlocal elasticity theory. An analytical solution for the buckling of the shells is presented by using the complex method. This model is validated by a good agreement between the results given by the present model and available data in the literature. Furthermore, the model is utilized to elucidate the buckling properties for different load combinations.