Studies on functionally graded magneto-electro-elastic cylindrical shells have been carried out in the present work by using semi-analytical finite element formulation. The finite element model is derived based on constitutive equation of piezomagnetic material accounting for coupling between elasticity, electric and magnetic effect. The functionally graded model similar to conventional functionally graded material in literature has been adopted. Studies are carried out on clamped-clamped shell and frequency behavior with the variation of power law index is analyzed and explained on the basis of constitutive material.