Assumed having axial symmetry, the streamer discharge is often described by a fluid model in cylindrical coordinate system, which consists of convection dominated (diffusion) equations with source terms, coupled with a Poisson's equation. Without additional care for a stricter CFL condition or special treatment to the negative source term, popular methods used in streamer discharge simulations, e.g., FEM-FCT, FVM, cannot ensure the positivity of the particle densities for the cases in attaching gases. By introducing the positivity-preserving limiter proposed by Zhang and Shu [15] and Strang operator splitting, this paper proposes a finite difference scheme with a provable positivity-preserving property in cylindrical coordinate system, for the numerical simulation of streamer discharges in non-attaching and attaching gases. Numerical examples in non-attaching gas (N₂) and attaching gas (SF₆) are given to illustrate the effectiveness of the scheme.