Sixteen concrete filled square CFRP-steel tubular (S-CFRP-CFST) stub columns under axial compression were experimentally investigated. The experimental results showed that the failure mode of the specimens is strength loss of the materials, and the confined concrete has good plasticity due to confinement of the CFRP-steel composite tube. The steel tube and CFRP can work concurrently. The load versus longitudinal strain curves of the specimens can be divided into 3 stages, i.e., elastic stage, elasto-plastic stage and softening stage. Analysis based on finite element method showed that the longitudinal stress of the steel tube keeps almost constant along axial direction, and the transverse stress at the corner of the concrete is the maximum. The confinement effect of the outer tube to the concrete is mainly focused on the corner. The confinements along the side of the cross-section and the height of the specimen are both non-uniform. The adhesive strength has little effect both on the load versus longitudinal strain curves and on the confinement force versus longitudinal strain curves. With the increasing of the initial stress in the steel tube, the load carrying capacity, the stiffness and the peak value of the average confinement force are all reduced. Equation for calculating the load carrying capacity of the composite stub columns is presented, and the estimated results agree well with the experimental results.