The radial impact responses of TiNi alloy cylindrical shells with phase transformation were investigated experimentally by using a modified split Hopkinson pressure bar (SHPB) apparatus and a high-speed charged-coupled device (CCD) camera. The dynamic load-displacement curves of the structure were obtained. Based on the pure bending assumption, the dynamic deformation process of the whole structure was analyzed quantitatively by adopting the digital pickup technique. The results show that a cylindrical shell with phase transition can recover its original shape after impact, its nonlinear loading-unloading behavior is related to the state of phase transition and the evolution of phase transition hinges. Meanwhile, this structure has a fine radial shock resistance effect, the impact acceleration and load can be attenuated to less than 5% and the rate of energy dissipation is 42.4%, and it is hopefully applied in the shock absorber devices subjected to multiple impacts.