The theory of generalized thermoelastic diffusion with relaxation times, in the context of Lord and Shulman theory, is used to investigate the thermoelastic diffusion problem in a transversely isotropic thermoelastic infinite medium with a cylindrical cavity. The surface of cavity is taken to be traction free and subjected to heating. The analytical solution in the Laplace transform domain is obtained by using the eigenvalue approach. The numerical results of displacement, temperature, mass concentration and stress as well as the chemical potential represented analytical and graphically. An appreciable effect of relaxation times is observed on various resulting quantities.