Since light-weight, high-strength and hight-stiffness composite materials exhibit the degradation of both strength and stiffness in a hygrothermal environment, there is an urgent need to quantitatively assess the influence of coupling effects between transient heat and moisture diffusion on the temperature, moisture and hygrothermal stress distributions. In this paper, the coupled diffusion problem of temperature and moisture in a hollow circular cylinder subjected to unaxisymmetric hygrothermal loading is solved in a closed form. The associated plane-strain hygrothermoelastic problem is solved in terms of a stress function using the integral conditions necessary for the assurance of the single-valuedness of rotation and displacements derived by the present authors. The obtained closed-form solution is applied to the hygrothermoelastic problem in a hollow circular cylinder made of T300/5208 composite material subjected to unaxisymmetric transient hygrothermal loading on the inner and outer boundary surfaces. Numerical calculations of the distributions of temperature, moisture and hygrothermal stress are carried out for the cases of various hygrometric and thermal loading conditions. The coupling effects of temperature and moisture fields on the stress distribution are quantitatively estimated under various hygrothermal environments.