Cylindrical shells are used in many engineering applications and, due to its shape and load carrying capacity, are frequently used in aerospace and civil structures. They minimize the amount of material from which they are manufactured, thus making it a very lightweight and slender structure. In recent decades, there has been a search for new materials that combine multiple properties such as increased strength, better thermal protection, corrosion protection and appropriate damping level, among others. A material that can meet several of these requirements simultaneously is the so called functionally graded material, where the material properties vary continuously in one or more directions. Functionally graded materials are particularly suitable for the construction of shells. As most of these structures are subjected to dynamic loads, it is important to study the dynamic behavior of shells made of functionally graded materials. The objective of this work is to study the nonlinear vibrations of slender functionally graded cylindrical shells. For this, the Sanders non-linear shell theory, which is considered one of the most precise theories for the analysis of slender shells, is adopted. Initially, the equations of motion are derived considering an initial stress state. Using the linearized equations of motion, the natural frequencies and critical loads are obtained. These results compare favorably with results reported in the literature for homogeneous and functionally graded shells. Then, using a modal expansion that satisfies the boundary and continuity conditions and expresses the modal couplings characteristic of cylindrical shells in the nonlinear regime, the equations of motion are discretized using the Galerkin method. The resulting algebraic equations are solved by the Newton-Raphson method, thus obtaining the nonlinear frequency-amplitude relation. Finally, a parametric analysis is conducted to study the influence of the geometry of the shell, the gradient of the functional material and vibration modes on the degree and type of nonlinearity of the cylindrical shell, which is the main contribution of this research work.