China is the world’s largest user of compressed natural gas vehicles, with a total of nearly 6 million compressed natural gas (CNG) vehicles. The nominal working pressure of the cylinders used in the CNG vehicles in China is 20 MPa, as a result, CNG vehicles have a short range. In order to improve the range of CNG vehicles, the development of CNG vehicles with higher pressure is promoted by the CNG vehicle industry in China nowadays. In this paper, structural design of a fully-wrapped composite CNG gas cylinder with nominal working pressure of 30 MPa are carried out. The steel liner is made of 4130X seamless steel with design wall thickness of 5.9 mm, and the outer surface of steel liner is wrapped with resin based glass fiber composite material. The fully-wrapped composite adopts mixed fiber winding mode: low-angle helical winding, high-angle helical winding and hoop winding. Stress analysis and autofrettage pressure optimization of the designed composite gas cylinder are carried out with finite element method. The results show that the designed composite gas cylinder meets the requirements of ISO 11439-2013, and the best autofrettage pressure of the gas cylinder is 52 MPa after optimizing the autofrettage pressure.