In this work, the generalized thermoelasticity theory with phase lags is used to solve a thermoelastic problem for an orthotropic infinite unbounded body containing a cylindrical cavity by approximate techniques. The thermal conductivity of the present body is assumed to vary linearly with the temperature. The surface of the cylinder is traction free and subjected to a uniform step temperature. The general solutions for the temperature, displacement, and thermal stresses are obtained by the method of Laplace transforms. The effects of dual phase lags and the variable thermal conductivity parameter on the studied fields for a cobalt material are discussed.