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High-frequency electromagnetic (EM) wave propagation associated with borehole ground-penetrating radar (GPR) is a complicated phenomenon. To improve the understanding of the governing physical processes, we employ a finite-difference time-domain solution of Maxwell’s equations in cylindrical coordinates. This approach allows us to model the full EM wavefield associated with crosshole GPR surveys. Furthermore, the use of cylindrical coordinates is computationally efficient, correctly emulates the three-dimensional geometrical spreading characteristics of the wavefield, and is an effective way to discretise explicitly small-diameter boreholes. Numerical experiments show that the existence of a water-filled borehole can give rise to a strong waveguide effect which affects the transmitted waveform, and that excitation of this waveguide effect depends on the diameter of the borehole and the length of the antenna.