The development of abrasive water jet cutting technology needs much higher reliability requirements of water cutting system. As one of the core parts in pressure generating system of water jet cutting, the High-pressure cylinder should have a stable fatigue life. The materials of the high-pressure cylinder are 34CrNi3MoA and AISl4340, and the stress of it under high pressure conditions was analyzed with the finite element analysis software ANSYS. For the existence of repeated plastic strain, the fatigue curves were gat by long-life theory. At last the fatigue of the high-pressure cylinder was simulated based on the stress. The results show that the stress is in distribution of 29MPa - 699MPa, and main of the body is under elastic strain. The whole fatigue condition can meet the requirements, but fatigue situation is worse in close to high pressure check export, the minimal life is 250000 cycle indexes.