To enhance multilayer pressure vessels’ load bearing capacity, the paper presented a kind of split type compound vessel which employed split, shrink-fit and autofrettage techniques simultaneously. The vessel consists of a split layer made of sintered carbide, and an outer two-layer whole cylinder treated with autofrettage and shrink-fit. The mathematic model for the optimization design of the split type vessels was build based on stress analysis of each layer. In the model, the wall thickness of compound vessels is taken as an objective function; thickness of each layer, shrink-fit pressures, and the elastic-plastic radii of autofrettaged two layers are the design parameters; that Tresca stress of each layer equals to its design stress is constraint. An example was optimized. The results show that no additional strength was wasted in any of the layers at the optimum, and the vessels’ load capacity was far beyond the yield stress of outer whole cylinder.