Experimental and numerical simulation investigations were carried out on the dynamic buckling response of the liquid-filled and hallow thin-wall cylindrical shells subjected to lateral explosion loading. Impact experiments of explosion loading caused by 75g and 200g TNT charge on the steel cylindrical shells were carried out. The deformation modes of cylindrical shells were obtained under different explosion conditions. By means of an finite element computer code LS-DYNA，the nonlinear dynamic response process of the cylindrical shells subjected to explosion loading were numerically simulated with Lagrangian-Eulerian coupling method. The deformation process of the shell-wall，the time history of the velocities of some key nodes on the cylindrical shell and internal pressure of water were described. The numerical simulation results were in good agreement with experimental data. The results show that internal pressure of water will increase when subjecting to impact loading because of the incompressibility and liquid-filled cylindrical shells have better impact resistance than the hallow cylindrical shells.