Bi-stable structure can be stable in both its extended and coiled forms. As a novel deployable structure, it shows a broad application prospect in the field of aeronautics and civil engineering, etc. Considered two cylindrical shells having the same flattening configurations, they can be closely bound together by applying external forces. And the corresponding double-layered cylindrical shell model is proposed. Expressions for the bending and stretching strain energies of the cylindrical shells are presented. Calculations show that total strain energy has two local minimal values, which reveals that the double-layered cylindrical shell has its bi-stability. The corresponding rolled-up radii are thus determined.