In the light of the residual life prediction in cylinder reliability, an on-line residual life prediction method of cylinder based on degradation path is proposed. First, a degradation model of cylinder based on Wiener process is constructed and the analytical expression of probability density function of residual life determined by the degradation path is deduced. Then, a parameter estimation method based on Bayesian paradigm and expectation maximization algorithm is proposed to achieve the on-line residual life prediction. Finally, the validity of the proposed residual life prediction method is verified by the cylinder performance degradation experimental data. The results show that the method proposed in this paper can predict the residual life of the cylinder more accurately with a lower prediction uncertainty compared with the existing similar methods in the case of the small sample.