The diffraction of a cylindrical wave by a nonlinear metal-dielectric waveguide filled with nonlinear medium is considered. Two widely used types of nonlinearities (Kerr nonlinearity and nonlinearity with saturation) are considered. The problem is to find amplitudes of the reflected and the transmitted fields when the amplitude of the incident field is known. The analytical and numerical solution techniques are developed. Numerical results are presented. ©2019. American Geophysical Union. All Rights Reserved.