By deeply analyzing the characteristics of interferometric fiber optic gyroscope sensitive ring, a double-cylinder (D-CYL) winding method with a simple process is proposed. Simulation by finite element method is conducted to analyze the transient heat transfer performance of the D-CYL winding coils and a comparative analysis is made to find out the different effects of D-CYL and cross winding methods on fiber optic gyroscope under the same variable temperature. The results show that, under a symmetry temperature environment, the D-CYL winding method shows almost the same performance in suppressing phase drift error as the cross winding method, and both errors are within 0.01 (°)/h, which is consistent with that from the theoretical analysis.