The generalized differential quadrature (GDQ) method is used to investigate the transient response of magnetostrictive functionally graded material (FGM) circular cylindrical shells. The effects of control gain value, thermal load temperature and power-law index on transient responses of dominant normal displacement and thermal stress are analyzed. With velocity feedback and suitable product values of coil constant by control gain in the magnetostrictive FGM shells can reduce the transient amplitude of displacement into a smaller value.